+990.2%
IBKR vs GME
+285.6%
+704.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +2.1% |
| 7D | -1.3% | +10.4% | -11.7% | -1.6% |
| 30D | -0.2% | +14.1% | -14.3% | -0.6% |
| 3M | +3.0% | -4.6% | +7.6% | +3.0% |
| 6M | +33.9% | -13.5% | +47.4% | +34.3% |
| YTD | +42.5% | +5.3% | +37.2% | +42.2% |
| 1Y | +44.9% | -14.9% | +59.8% | +45.3% |
| 3Y | +293.0% | +24.3% | +268.7% | +279.4% |
| 5Y | +497.7% | -55.6% | +553.2% | +481.6% |
| All | +990.2% | +285.6% | +704.6% | +634.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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