+38.9%
IGV vs GME
+11.4%
+27.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -1.0% |
| 7D | -1.5% | +4.8% | -6.4% | -1.7% |
| 30D | -3.0% | +5.9% | -8.9% | -3.2% |
| 3M | +9.6% | -10.7% | +20.3% | +9.9% |
| 6M | +16.1% | -19.8% | +35.9% | +16.9% |
| YTD | -3.6% | -0.9% | -2.7% | -3.7% |
| 1Y | -7.8% | -15.7% | +7.8% | -7.5% |
| All | +38.9% | +11.4% | +27.4% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling