-3.3%
XRT vs GME
-55.8%
+52.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -6.9% | -2.2% |
| 7D | -2.4% | +4.8% | -7.3% | -3.0% |
| 30D | -6.9% | +5.9% | -12.8% | -7.6% |
| 3M | -0.4% | -10.7% | +10.3% | +0.7% |
| 6M | +2.2% | -19.8% | +22.0% | +4.4% |
| YTD | -0.7% | -0.9% | +0.3% | -1.1% |
| 1Y | -2.0% | -15.7% | +13.7% | -0.8% |
| 3Y | +41.0% | +12.3% | +28.7% | +15.6% |
| 5Y | -3.3% | -60.1% | +56.8% | -13.2% |
| All | -3.3% | -55.8% | +52.5% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling