-12.3%
IP vs GME
-56.2%
+43.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -3.8% |
| 7D | -5.0% | +0.7% | -5.7% | -5.0% |
| 30D | +6.5% | -2.4% | +8.9% | +6.6% |
| 3M | -18.0% | +27.1% | -45.2% | -18.9% |
| 6M | +10.3% | -0.2% | +10.6% | +10.2% |
| YTD | -9.9% | +20.4% | -30.3% | -10.8% |
| 1Y | -1.1% | +9.8% | -10.9% | -1.7% |
| 3Y | +13.0% | +74.3% | -61.3% | +1.2% |
| 5Y | -12.3% | -54.7% | +42.4% | -19.8% |
| All | -12.3% | -56.2% | +43.9% | -19.8% |
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