+493.3%
GME vs IBB
+139.6%
+353.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | -0.3% |
| 7D | +5.8% | +2.7% | +3.1% | +3.6% |
| 30D | -3.7% | +6.3% | -10.0% | -8.3% |
| 3M | +33.6% | +11.1% | +22.5% | +22.2% |
| 6M | +5.4% | +29.2% | -23.8% | -15.0% |
| YTD | +27.4% | +30.2% | -2.8% | +1.5% |
| 1Y | +19.0% | +39.5% | -20.5% | -10.7% |
| 3Y | +101.5% | +92.3% | +9.2% | +15.1% |
| 5Y | -50.5% | +43.0% | -93.4% | -64.3% |
| 10Y | +493.3% | +137.1% | +356.2% | +213.4% |
| All | +493.3% | +139.6% | +353.7% | +213.4% |
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