+38.2%
IVZ vs GME
+470.0%
-431.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +5.1% | +6.0% | -0.9% | +4.8% |
| 30D | -1.6% | -5.9% | +4.3% | -1.2% |
| 3M | -9.1% | +38.2% | -47.3% | -10.9% |
| 6M | +1.8% | +14.5% | -12.8% | +0.8% |
| YTD | +10.8% | +27.6% | -16.8% | +8.9% |
| 1Y | +19.1% | +19.9% | -0.8% | +17.4% |
| 3Y | +144.4% | +104.3% | +40.1% | +118.2% |
| 5Y | +33.6% | -49.3% | +82.8% | +24.6% |
| All | +38.2% | +470.0% | -431.7% | -37.8% |
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 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