+142.8%
XYL vs GME
+285.6%
-142.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.3% |
| 7D | +1.2% | +10.4% | -9.2% | +0.9% |
| 30D | -11.9% | +14.1% | -26.0% | -12.2% |
| 3M | -1.5% | -4.6% | +3.1% | -1.5% |
| 6M | -11.9% | -13.5% | +1.6% | -11.7% |
| YTD | -20.6% | +5.3% | -25.9% | -20.8% |
| 1Y | -23.5% | -14.9% | -8.6% | -23.3% |
| 3Y | +14.9% | +24.3% | -9.4% | +10.3% |
| 5Y | -15.3% | -55.6% | +40.3% | -17.9% |
| All | +142.8% | +285.6% | -142.8% | +66.7% |
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