+432.8%
XYL vs GME
+348.0%
+84.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -5.0% | +7.2% | -12.3% | -5.3% |
| 30D | -13.2% | +0.8% | -14.0% | -13.2% |
| 3M | -3.7% | -14.0% | +10.3% | -3.3% |
| 6M | -17.7% | -19.7% | +2.0% | -17.2% |
| YTD | -21.5% | -4.6% | -16.9% | -21.5% |
| 1Y | -24.5% | -14.3% | -10.1% | -24.3% |
| 3Y | +6.9% | +4.0% | +2.9% | +2.4% |
| 5Y | -18.1% | -62.2% | +44.1% | -20.7% |
| 10Y | +134.7% | +241.4% | -106.6% | +52.8% |
| All | +432.8% | +348.0% | +84.8% | +195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling