+99.4%
XYL vs GME
+475.1%
-375.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -3.7% | +2.9% | -6.6% | -3.8% |
| 30D | -8.3% | -4.8% | -3.5% | -8.2% |
| 3M | -21.4% | +39.2% | -60.6% | -22.1% |
| 6M | -12.9% | +17.1% | -30.0% | -13.4% |
| YTD | -30.1% | +28.7% | -58.8% | -30.6% |
| 1Y | -35.2% | +23.3% | -58.5% | -35.6% |
| 3Y | -0.8% | +112.9% | -113.7% | -5.9% |
| 5Y | -23.2% | -48.8% | +25.6% | -25.9% |
| All | +99.4% | +475.1% | -375.7% | +31.5% |
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