-0.8%
XYL vs GME
+106.8%
-107.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.3% |
| 3M | -21.4% | +39.2% | -60.6% | -21.8% |
| 6M | -12.9% | +17.1% | -30.0% | -13.2% |
| YTD | -30.1% | +28.7% | -58.8% | -30.3% |
| 1Y | -35.2% | +23.3% | -58.5% | -35.4% |
| 3Y | -0.8% | +112.9% | -113.7% | -3.1% |
| All | -0.8% | +106.8% | -107.6% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling