+72.6%
XYZ vs GME
+79.6%
-6.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.4% |
| 7D | +12.1% | +3.7% | +8.5% | +11.9% |
| 30D | +12.4% | +2.2% | +10.2% | +12.2% |
| 3M | +8.2% | +30.6% | -22.5% | +5.9% |
| 6M | +20.7% | -0.2% | +20.9% | +20.5% |
| YTD | +31.3% | +25.1% | +6.2% | +28.9% |
| 1Y | +20.5% | +17.7% | +2.9% | +18.7% |
| 3Y | +72.6% | +85.7% | -13.0% | +54.8% |
| All | +72.6% | +79.6% | -6.9% | +54.8% |
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 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