+19.4%
IVV vs GME
-16.6%
+36.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | -1.0% | -1.4% | +0.4% | -0.9% |
| 3M | +3.9% | -15.1% | +19.0% | +5.2% |
| 6M | +14.5% | -22.5% | +37.0% | +16.6% |
| YTD | +12.9% | -5.9% | +18.8% | +12.3% |
| 1Y | +19.4% | -18.6% | +38.0% | +20.7% |
| All | +19.4% | -16.6% | +36.0% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling