+1,412.7%
GME vs IBB
+752.2%
+660.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.2% |
| 7D | +5.8% | +2.7% | +3.1% | +4.1% |
| 30D | -3.7% | +6.3% | -10.0% | -7.3% |
| 3M | +33.6% | +11.1% | +22.5% | +24.7% |
| 6M | +5.4% | +29.2% | -23.8% | -10.8% |
| YTD | +27.4% | +30.2% | -2.8% | +7.0% |
| 1Y | +19.0% | +39.5% | -20.5% | -4.5% |
| 3Y | +101.5% | +92.3% | +9.2% | +32.6% |
| 5Y | -50.5% | +43.0% | -93.4% | -59.7% |
| 10Y | +493.3% | +137.1% | +356.2% | +253.0% |
| All | +1,412.7% | +752.2% | +660.5% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling