+979.1%
IVV vs GME
+1,082.6%
-103.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.1% | +7.2% | -7.1% | -0.3% |
| 30D | +0.1% | +0.8% | -0.7% | 0.0% |
| 3M | +2.0% | -14.0% | +16.0% | +2.7% |
| 6M | +13.0% | -19.7% | +32.8% | +14.2% |
| YTD | +13.6% | -4.6% | +18.2% | +13.6% |
| 1Y | +20.1% | -14.3% | +34.4% | +20.7% |
| 3Y | +77.6% | +4.0% | +73.6% | +64.4% |
| 5Y | +82.5% | -62.2% | +144.7% | +72.5% |
| 10Y | +316.5% | +241.4% | +75.2% | +102.2% |
| All | +979.1% | +1,082.6% | -103.5% | +276.8% |
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