+580.0%
XYZ vs GME
+237.1%
+342.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | +2.9% | +0.4% | +2.4% | +2.8% |
| 30D | +1.4% | -1.4% | +2.8% | +1.5% |
| 3M | +14.6% | -15.1% | +29.7% | +15.7% |
| 6M | +20.8% | -22.5% | +43.2% | +22.6% |
| YTD | +23.1% | -5.9% | +29.0% | +23.3% |
| 1Y | +5.6% | -18.6% | +24.3% | +6.8% |
| 3Y | +50.9% | +6.7% | +44.2% | +40.4% |
| 5Y | -68.6% | -62.0% | -6.6% | -70.0% |
| 10Y | +580.0% | +239.5% | +340.5% | +316.8% |
| All | +580.0% | +237.1% | +342.8% | +316.8% |
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 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