+78.0%
IBM vs GME
+98.5%
-20.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -2.2% | +4.8% | -7.0% | -2.3% |
| 30D | +7.7% | -4.3% | +11.9% | +7.7% |
| 3M | +3.5% | +35.3% | -31.9% | +3.0% |
| 6M | +7.2% | +4.7% | +2.5% | +7.1% |
| YTD | -15.8% | +26.6% | -42.4% | -16.0% |
| 1Y | -19.3% | +18.3% | -37.6% | -19.5% |
| 3Y | +78.0% | +102.8% | -24.8% | +75.6% |
| All | +78.0% | +98.5% | -20.5% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling