-6.5%
IBM vs GME
-19.1%
+12.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.6% |
| 7D | -0.3% | +6.0% | -6.3% | -0.6% |
| 30D | -1.8% | +8.3% | -10.2% | -2.2% |
| 3M | -13.5% | -9.1% | -4.4% | -13.5% |
| 6M | -5.1% | -16.3% | +11.2% | -4.3% |
| YTD | -19.4% | +1.5% | -20.9% | -17.7% |
| 1Y | -6.5% | -16.3% | +9.8% | -5.1% |
| All | -6.5% | -19.1% | +12.6% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling