+39.9%
ICE vs GME
-55.8%
+95.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -0.9% |
| 7D | -0.9% | +4.8% | -5.7% | -1.0% |
| 30D | +4.0% | +5.9% | -1.9% | +3.8% |
| 3M | +11.0% | -10.7% | +21.7% | +11.3% |
| 6M | -5.0% | -19.8% | +14.8% | -4.5% |
| YTD | -2.7% | -0.9% | -1.8% | -2.8% |
| 1Y | -8.6% | -15.7% | +7.1% | -8.4% |
| 3Y | +41.4% | +12.3% | +29.0% | +32.8% |
| 5Y | +39.9% | -60.1% | +99.9% | +34.7% |
| All | +39.9% | -55.8% | +95.7% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling