+10.2%
GME vs IRE
-97.2%
+107.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +39.6% | -35.7% | +3.5% |
| 7D | +3.7% | -27.2% | +30.8% | +3.6% |
| 30D | +2.2% | -75.1% | +77.3% | +2.9% |
| 3M | +30.6% | -77.9% | +108.5% | +31.5% |
| 6M | -0.2% | -94.6% | +94.4% | +1.7% |
| YTD | +25.1% | -91.5% | +116.6% | +23.1% |
| 1Y | +17.7% | -97.8% | +115.5% | +21.5% |
| All | +10.2% | -97.2% | +107.4% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling