+119.9%
XRT vs GME
+271.8%
-151.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | -3.6% | +6.0% | -9.6% | -4.2% |
| 30D | -6.7% | +8.3% | -15.0% | -7.5% |
| 3M | -1.4% | -9.1% | +7.7% | -0.6% |
| 6M | +1.7% | -16.3% | +18.0% | +3.2% |
| YTD | -1.5% | +1.5% | -3.0% | -2.1% |
| 1Y | -2.5% | -16.3% | +13.9% | -1.3% |
| 3Y | +39.9% | +15.1% | +24.8% | +20.4% |
| 5Y | -2.6% | -57.2% | +54.5% | -12.1% |
| All | +119.9% | +271.8% | -151.8% | -1.9% |
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