+298.8%
ROIV vs GME
+361.6%
-62.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.4% | +20.2% | +18.8% |
| 7D | +20.2% | +0.4% | +19.7% | +20.1% |
| 30D | +14.1% | -1.4% | +15.6% | +14.2% |
| 3M | +45.6% | -15.1% | +60.7% | +46.1% |
| 6M | +44.1% | -22.5% | +66.6% | +44.9% |
| YTD | +91.2% | -5.9% | +97.1% | +91.3% |
| 1Y | +221.3% | -18.6% | +239.9% | +222.4% |
| 3Y | +229.2% | +6.7% | +222.5% | +219.8% |
| 5Y | +316.5% | -62.0% | +378.5% | +305.5% |
| All | +298.8% | +361.6% | -62.7% | +261.6% |
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