+14.8%
IP vs GME
+79.6%
-64.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.7% |
| 7D | -5.1% | +3.7% | -8.7% | -5.1% |
| 30D | +8.5% | +2.2% | +6.3% | +8.5% |
| 3M | -13.8% | +30.6% | -44.5% | -14.4% |
| 6M | +5.7% | -0.2% | +5.9% | +5.7% |
| YTD | -9.1% | +25.1% | -34.2% | -9.7% |
| 1Y | -0.8% | +17.7% | -18.5% | -1.4% |
| 3Y | +14.8% | +85.7% | -70.9% | +5.0% |
| All | +14.8% | +79.6% | -64.8% | +5.0% |
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