-63.9%
XYZ vs GME
-52.7%
-11.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.0% |
| 7D | +12.1% | +3.7% | +8.5% | +11.5% |
| 30D | +12.4% | +2.2% | +10.2% | +12.0% |
| 3M | +8.2% | +30.6% | -22.5% | +2.9% |
| 6M | +20.7% | -0.2% | +20.9% | +20.2% |
| YTD | +31.3% | +25.1% | +6.2% | +25.2% |
| 1Y | +20.5% | +17.7% | +2.9% | +16.0% |
| 3Y | +72.6% | +85.7% | -13.0% | +5.3% |
| All | -63.9% | -52.7% | -11.2% | -72.6% |
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