+68.2%
IVV vs GME
-52.7%
+120.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.1% |
| 7D | -2.7% | +3.7% | -6.4% | -2.9% |
| 30D | -5.4% | +2.2% | -7.6% | -5.5% |
| 3M | -4.1% | +30.6% | -34.7% | -5.3% |
| 6M | +0.7% | -0.2% | +0.9% | +0.6% |
| YTD | +8.7% | +25.1% | -16.4% | +7.3% |
| 1Y | +11.0% | +17.7% | -6.7% | +9.8% |
| 3Y | +75.4% | +85.7% | -10.2% | +55.4% |
| All | +68.2% | -52.7% | +120.9% | +58.3% |
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 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