+2,316.3%
ICE vs GME
+539.5%
+1,776.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -0.7% | +7.2% | -7.9% | -1.0% |
| 30D | +7.6% | +0.8% | +6.8% | +7.6% |
| 3M | +13.9% | -14.0% | +27.9% | +14.8% |
| 6M | -2.4% | -19.7% | +17.4% | -1.4% |
| YTD | +0.3% | -4.6% | +4.8% | +0.2% |
| 1Y | -6.4% | -14.3% | +7.9% | -6.0% |
| 3Y | +43.1% | +4.0% | +39.1% | +31.6% |
| 5Y | +42.1% | -62.2% | +104.3% | +33.3% |
| 10Y | +220.9% | +241.4% | -20.4% | +26.3% |
| All | +2,316.3% | +539.5% | +1,776.8% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling