+18.5%
ICE vs GME
+21.5%
-3.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +3.6% | +2.9% | +0.7% | +3.5% |
| 30D | +15.1% | -4.8% | +19.9% | +15.0% |
| 3M | +15.4% | +39.2% | -23.8% | +14.2% |
| 6M | +16.1% | +17.1% | -0.9% | +15.7% |
| YTD | +11.4% | +28.7% | -17.4% | +12.4% |
| 1Y | +18.5% | +23.3% | -4.9% | +19.5% |
| All | +18.5% | +21.5% | -3.0% | +19.5% |
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