-14.8%
XYL vs GME
-59.9%
+45.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.3% |
| 7D | +0.8% | +4.8% | -4.0% | +0.6% |
| 30D | -10.8% | +5.9% | -16.7% | -11.1% |
| 3M | -2.5% | -10.7% | +8.2% | -2.2% |
| 6M | -12.2% | -19.8% | +7.6% | -11.5% |
| YTD | -20.1% | -0.9% | -19.1% | -20.2% |
| 1Y | -20.6% | -15.7% | -5.0% | -20.3% |
| 3Y | +17.3% | +12.3% | +5.0% | +7.7% |
| All | -14.8% | -59.9% | +45.1% | -20.8% |
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