+22.6%
IP vs GME
+241.2%
-218.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | -5.3% | +7.2% | -12.5% | -5.5% |
| 30D | -10.9% | +0.8% | -11.6% | -10.9% |
| 3M | +11.2% | -14.0% | +25.1% | +11.7% |
| 6M | -10.2% | -19.7% | +9.5% | -9.6% |
| YTD | -2.0% | -4.6% | +2.6% | -2.0% |
| 1Y | -19.1% | -14.3% | -4.7% | -18.8% |
| 3Y | +20.9% | +4.0% | +16.8% | +14.8% |
| 5Y | -17.8% | -62.2% | +44.4% | -20.9% |
| All | +22.6% | +241.2% | -218.6% | -23.7% |
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 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