+336.8%
ROIV vs GME
+106.8%
+230.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.2% |
| 7D | +1.7% | +2.9% | -1.2% | +1.6% |
| 30D | +17.6% | -4.8% | +22.4% | +17.7% |
| 3M | +9.0% | +39.2% | -30.2% | +7.9% |
| 6M | +35.3% | +17.1% | +18.2% | +34.6% |
| YTD | +82.2% | +28.7% | +53.4% | +80.7% |
| 1Y | +92.3% | +23.3% | +68.9% | +90.9% |
| 3Y | +336.8% | +112.9% | +223.9% | +313.9% |
| All | +336.8% | +106.8% | +230.0% | +313.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling