+75.4%
IVV vs GME
+79.6%
-4.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.2% |
| 7D | -2.7% | +3.7% | -6.4% | -2.8% |
| 30D | -5.4% | +2.2% | -7.6% | -5.4% |
| 3M | -4.1% | +30.6% | -34.7% | -4.7% |
| 6M | +0.7% | -0.2% | +0.9% | +0.7% |
| YTD | +8.7% | +25.1% | -16.4% | +8.1% |
| 1Y | +11.0% | +17.7% | -6.7% | +10.4% |
| 3Y | +75.4% | +85.7% | -10.2% | +70.3% |
| All | +75.4% | +79.6% | -4.1% | +70.3% |
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