+50.5%
IVZ vs GME
+520.4%
-469.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.7% |
| 7D | +4.1% | +5.8% | -1.7% | +3.8% |
| 30D | -2.0% | -3.7% | +1.6% | -1.8% |
| 3M | -7.8% | +33.6% | -41.4% | -9.4% |
| 6M | +6.3% | +5.4% | +0.9% | +5.7% |
| YTD | +12.6% | +27.4% | -14.9% | +10.6% |
| 1Y | +27.6% | +19.0% | +8.6% | +25.9% |
| 3Y | +154.0% | +101.5% | +52.5% | +126.9% |
| 5Y | +37.3% | -50.5% | +87.8% | +28.2% |
| 10Y | +50.5% | +493.3% | -442.8% | -33.0% |
| All | +50.5% | +520.4% | -469.9% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling