+312.0%
IVV vs GME
+470.0%
-157.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +3.3% | +6.0% | -2.7% | +3.2% |
| 30D | -2.7% | -5.9% | +3.2% | -2.5% |
| 3M | -1.7% | +38.2% | -39.9% | -2.5% |
| 6M | +3.2% | +14.5% | -11.4% | +2.7% |
| YTD | +12.0% | +27.6% | -15.6% | +11.1% |
| 1Y | +12.1% | +19.9% | -7.8% | +11.4% |
| 3Y | +78.6% | +104.3% | -25.7% | +70.1% |
| 5Y | +73.8% | -49.3% | +123.1% | +68.3% |
| All | +312.0% | +470.0% | -157.9% | +179.5% |
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