-12.4%
IP vs GME
-52.7%
+40.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.8% |
| 6M | +5.7% | -0.2% | +5.9% | +5.6% |
| YTD | -9.1% | +25.1% | -34.2% | -10.2% |
| 1Y | -0.8% | +17.7% | -18.5% | -1.8% |
| 3Y | +14.8% | +85.7% | -70.9% | +2.5% |
| All | -12.4% | -52.7% | +40.4% | -20.4% |
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