+273.8%
ROIV vs GME
+513.8%
-240.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.9% | +2.2% | +6.1% |
| 7D | +5.3% | +3.7% | +1.7% | +5.3% |
| 30D | +11.9% | +2.2% | +9.7% | +11.8% |
| 3M | +10.7% | +30.6% | -19.9% | +10.0% |
| 6M | +34.9% | -0.2% | +35.1% | +34.8% |
| YTD | +79.2% | +25.1% | +54.1% | +78.0% |
| 1Y | +89.0% | +17.7% | +71.4% | +88.1% |
| 3Y | +337.3% | +85.7% | +251.7% | +319.6% |
| 5Y | +402.3% | -52.9% | +455.2% | +385.8% |
| All | +273.8% | +513.8% | -240.0% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling