+461.3%
GME vs IBN
+385.6%
+75.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +2.9% | +1.9% | +1.0% | +2.3% |
| 30D | -4.8% | +22.1% | -26.9% | -10.5% |
| 3M | +39.2% | +17.1% | +22.1% | +32.4% |
| 6M | +17.1% | +35.5% | -18.5% | +6.2% |
| YTD | +28.7% | +16.8% | +11.9% | +22.0% |
| 1Y | +23.3% | +12.4% | +10.9% | +18.2% |
| 3Y | +112.9% | +58.0% | +54.9% | +83.1% |
| 5Y | -48.8% | +73.7% | -122.6% | -57.2% |
| All | +461.3% | +385.6% | +75.7% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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