+45.7%
IONQ vs GME
-49.3%
+95.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.6% |
| 7D | -11.5% | +2.9% | -14.4% | -12.1% |
| 30D | -8.1% | -4.8% | -3.3% | -6.8% |
| 3M | -35.8% | +39.2% | -75.0% | -40.7% |
| 6M | -47.7% | +17.1% | -64.8% | -50.0% |
| YTD | -35.6% | +28.7% | -64.4% | -39.9% |
| 1Y | -36.4% | +23.3% | -59.7% | -40.1% |
| 3Y | +150.0% | +112.9% | +37.1% | +35.4% |
| All | +45.7% | -49.3% | +95.0% | +17.7% |
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