+65.1%
IVZ vs GME
-62.8%
+128.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +0.6% | +7.2% | -6.6% | 0.0% |
| 30D | +4.0% | +0.8% | +3.2% | +3.9% |
| 3M | +18.2% | -14.0% | +32.1% | +19.5% |
| 6M | +32.8% | -19.7% | +52.6% | +34.9% |
| YTD | +28.7% | -4.6% | +33.3% | +28.7% |
| 1Y | +55.4% | -14.3% | +69.7% | +56.5% |
| 3Y | +135.2% | +4.0% | +131.2% | +101.4% |
| All | +65.1% | -62.8% | +128.0% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling