-61.5%
GME vs IBB
+22.5%
-84.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.6% |
| 7D | +7.2% | +1.4% | +5.8% | +5.6% |
| 30D | +0.8% | +10.5% | -9.7% | -10.6% |
| 3M | -14.0% | +23.6% | -37.6% | -33.4% |
| 6M | -19.7% | +22.6% | -42.4% | -38.0% |
| YTD | -4.6% | +25.7% | -30.3% | -28.8% |
| 1Y | -14.3% | +51.4% | -65.7% | -50.0% |
| 3Y | +4.0% | +64.4% | -60.4% | -47.7% |
| All | -61.5% | +22.5% | -84.0% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling