+19.1%
GME vs IRE
-97.8%
+116.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +1.9% |
| 7D | +5.8% | -15.5% | +21.3% | +5.6% |
| 30D | -3.7% | -70.4% | +66.7% | -3.3% |
| 3M | +33.6% | -81.6% | +115.2% | +34.2% |
| 6M | +5.4% | -94.7% | +100.1% | +6.9% |
| YTD | +27.4% | -91.8% | +119.2% | +25.4% |
| All | +19.1% | -97.8% | +116.9% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling