-8.4%
ICE vs GME
-19.1%
+10.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.5% |
| 7D | -5.3% | +6.0% | -11.4% | -5.5% |
| 30D | +3.0% | +8.3% | -5.3% | +2.8% |
| 3M | +11.4% | -9.1% | +20.5% | +11.8% |
| 6M | -2.0% | -16.3% | +14.3% | -1.8% |
| YTD | -3.1% | +1.5% | -4.7% | -2.6% |
| 1Y | -8.4% | -16.3% | +8.0% | -8.4% |
| All | -8.4% | -19.1% | +10.7% | -8.4% |
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