+957.2%
IVV vs GME
+1,479.5%
-522.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.2% |
| 7D | +0.1% | +5.8% | -5.7% | -0.2% |
| 30D | -3.3% | -3.7% | +0.3% | -3.1% |
| 3M | -2.4% | +33.6% | -35.9% | -4.0% |
| 6M | +2.6% | +5.4% | -2.8% | +2.1% |
| YTD | +11.3% | +27.4% | -16.1% | +9.5% |
| 1Y | +13.4% | +19.0% | -5.6% | +11.9% |
| 3Y | +80.3% | +101.5% | -21.2% | +60.7% |
| 5Y | +72.7% | -50.5% | +123.2% | +61.0% |
| 10Y | +309.6% | +493.3% | -183.7% | +86.1% |
| All | +957.2% | +1,479.5% | -522.3% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling