+144.5%
IBM vs GME
+255.4%
-110.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.3% | -1.9% | +3.2% |
| 7D | +3.6% | +4.8% | -1.3% | +3.4% |
| 30D | +1.5% | +5.9% | -4.3% | +1.4% |
| 3M | -12.9% | -10.7% | -2.2% | -12.7% |
| 6M | -3.9% | -19.8% | +15.9% | -3.4% |
| YTD | -17.3% | -0.9% | -16.4% | -17.4% |
| 1Y | -5.0% | -15.7% | +10.7% | -4.7% |
| 3Y | +78.2% | +12.3% | +65.9% | +71.0% |
| 5Y | +120.6% | -60.1% | +180.7% | +113.9% |
| 10Y | +144.5% | +265.3% | -120.8% | +54.6% |
| All | +144.5% | +255.4% | -110.9% | +54.6% |
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