+2,583.6%
ICE vs GME
+762.8%
+1,820.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.4% |
| 3M | +15.4% | +39.2% | -23.8% | +13.2% |
| 6M | +16.1% | +17.1% | -0.9% | +14.9% |
| YTD | +11.4% | +28.7% | -17.4% | +9.4% |
| 1Y | +18.5% | +23.3% | -4.9% | +16.6% |
| 3Y | +70.5% | +112.9% | -42.4% | +50.2% |
| 5Y | +40.9% | -48.8% | +89.8% | +30.1% |
| 10Y | +260.6% | +478.2% | -217.6% | +28.7% |
| All | +2,583.6% | +762.8% | +1,820.9% | +467.3% |
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