+239.5%
GME vs IBB
+122.6%
+116.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.3% |
| 7D | +0.4% | -1.7% | +2.1% | +1.7% |
| 30D | -1.4% | +4.9% | -6.3% | -5.4% |
| 3M | -15.1% | +24.2% | -39.4% | -29.0% |
| 6M | -22.5% | +23.8% | -46.3% | -35.4% |
| YTD | -5.9% | +23.0% | -28.9% | -21.3% |
| 1Y | -18.6% | +46.2% | -64.8% | -41.1% |
| 3Y | +6.7% | +64.8% | -58.2% | -30.2% |
| 5Y | -62.0% | +20.9% | -82.9% | -69.4% |
| 10Y | +239.5% | +121.6% | +117.9% | +86.3% |
| All | +239.5% | +122.6% | +116.8% | +86.3% |
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