+291.1%
ROIV vs GME
+525.3%
-234.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.6% |
| 7D | +13.3% | +5.8% | +7.5% | +13.2% |
| 30D | +14.8% | -3.7% | +18.4% | +14.9% |
| 3M | +11.9% | +33.6% | -21.6% | +11.1% |
| 6M | +42.4% | +5.4% | +37.0% | +42.1% |
| YTD | +87.4% | +27.4% | +60.0% | +86.2% |
| 1Y | +97.2% | +19.0% | +78.2% | +96.2% |
| 3Y | +375.7% | +101.5% | +274.2% | +355.5% |
| 5Y | +379.0% | -50.5% | +429.5% | +363.1% |
| All | +291.1% | +525.3% | -234.2% | +251.9% |
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