-17.1%
GME vs IRE
-82.8%
+65.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.2% | -11.6% | -1.5% |
| 7D | +0.4% | +58.9% | -58.5% | 0.0% |
| 30D | -1.4% | +17.2% | -18.6% | -1.7% |
| 3M | -15.1% | -58.6% | +43.5% | -14.4% |
| 6M | -22.5% | -23.5% | +1.0% | -22.7% |
| YTD | -5.9% | -47.4% | +41.5% | -8.4% |
| All | -17.1% | -82.8% | +65.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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