-9.1%
GME vs INFQ
-7.9%
-1.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.7% |
| 7D | +10.4% | +2.1% | +8.3% | +10.3% |
| 30D | +14.1% | +6.1% | +7.9% | +13.9% |
| 3M | -4.6% | -7.1% | +2.4% | -4.3% |
| 6M | -13.5% | +14.8% | -28.3% | -17.5% |
| All | -9.1% | -7.9% | -1.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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