+51.7%
IVZ vs GME
-16.6%
+68.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | +1.1% | +0.4% | +0.7% | +1.1% |
| 30D | +3.1% | -1.4% | +4.5% | +3.2% |
| 3M | +18.2% | -15.1% | +33.3% | +19.5% |
| 6M | +38.6% | -22.5% | +61.1% | +40.9% |
| YTD | +25.9% | -5.9% | +31.8% | +24.6% |
| 1Y | +51.7% | -18.6% | +70.3% | +52.8% |
| All | +51.7% | -16.6% | +68.3% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling