-63.7%
XYZ vs GME
-49.3%
-14.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.7% |
| 7D | -1.1% | +2.9% | -4.0% | -1.6% |
| 30D | +11.5% | -4.8% | +16.3% | +12.6% |
| 3M | +1.8% | +39.2% | -37.4% | -4.2% |
| 6M | +21.2% | +17.1% | +4.1% | +17.3% |
| YTD | +29.9% | +28.7% | +1.2% | +23.3% |
| 1Y | +35.8% | +23.3% | +12.4% | +29.6% |
| 3Y | +62.6% | +112.9% | -50.3% | -4.9% |
| All | -63.7% | -49.3% | -14.4% | -73.3% |
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