+480.5%
GME vs IBB
+130.8%
+349.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.2% |
| 7D | +4.8% | +0.8% | +4.0% | +4.1% |
| 30D | -4.3% | +5.2% | -9.4% | -8.1% |
| 3M | +35.3% | +8.6% | +26.8% | +26.1% |
| 6M | +4.7% | +27.8% | -23.1% | -14.8% |
| YTD | +26.6% | +28.8% | -2.2% | +1.7% |
| 1Y | +18.3% | +36.4% | -18.1% | -9.6% |
| 3Y | +102.8% | +89.3% | +13.5% | +17.3% |
| 5Y | -48.9% | +43.3% | -92.2% | -63.1% |
| 10Y | +480.5% | +130.6% | +349.8% | +210.0% |
| All | +480.5% | +130.8% | +349.7% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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