+357.7%
IGV vs GME
+285.6%
+72.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.2% |
| 7D | -2.9% | +10.4% | -13.3% | -3.2% |
| 30D | -1.5% | +14.1% | -15.6% | -2.0% |
| 3M | +11.7% | -4.6% | +16.3% | +11.8% |
| 6M | +18.4% | -13.5% | +32.0% | +18.9% |
| YTD | -3.9% | +5.3% | -9.3% | -4.2% |
| 1Y | -9.7% | -14.9% | +5.2% | -9.3% |
| 3Y | +38.4% | +24.3% | +14.2% | +32.1% |
| 5Y | +21.6% | -55.6% | +77.2% | +17.2% |
| All | +357.7% | +285.6% | +72.1% | +225.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling