+26.5%
IP vs GME
+497.1%
-470.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.7% |
| 7D | -5.1% | +3.7% | -8.7% | -5.2% |
| 30D | +8.5% | +2.2% | +6.3% | +8.4% |
| 3M | -13.8% | +30.6% | -44.5% | -14.7% |
| 6M | +5.7% | -0.2% | +5.9% | +5.6% |
| YTD | -9.1% | +25.1% | -34.2% | -10.1% |
| 1Y | -0.8% | +17.7% | -18.5% | -1.7% |
| 3Y | +14.8% | +85.7% | -70.9% | +6.8% |
| 5Y | -11.5% | -52.9% | +41.4% | -15.5% |
| All | +26.5% | +497.1% | -470.6% | -26.9% |
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