+6.7%
GME vs IBB
+64.8%
-58.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.1% |
| 7D | +0.4% | -1.7% | +2.1% | +1.6% |
| 30D | -1.4% | +4.9% | -6.3% | -5.1% |
| 3M | -15.1% | +24.2% | -39.4% | -28.4% |
| 6M | -22.5% | +23.8% | -46.3% | -34.9% |
| YTD | -5.9% | +23.0% | -28.9% | -20.7% |
| 1Y | -18.6% | +46.2% | -64.8% | -41.5% |
| 3Y | +6.7% | +64.8% | -58.2% | -36.8% |
| All | +6.7% | +64.8% | -58.2% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling