+141.1%
XRT vs GME
+484.8%
-343.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -1.4% | +1.6% | -3.1% | -1.6% |
| 30D | +9.8% | -6.2% | +15.9% | +10.5% |
| 3M | +3.3% | +35.8% | -32.5% | -0.1% |
| 6M | +13.6% | +10.3% | +3.3% | +12.1% |
| YTD | +9.1% | +27.2% | -18.2% | +5.7% |
| 1Y | +15.1% | +19.1% | -4.1% | +12.2% |
| 3Y | +59.9% | +103.7% | -43.8% | +29.4% |
| 5Y | -1.7% | -50.0% | +48.2% | -12.6% |
| 10Y | +141.1% | +471.4% | -330.3% | +0.5% |
| All | +141.1% | +484.8% | -343.7% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling