+290.5%
GME vs IRM
+440.8%
-150.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +1.8% |
| 7D | +10.4% | -1.4% | +11.8% | +11.9% |
| 30D | +14.1% | -7.4% | +21.5% | +22.2% |
| 3M | -4.6% | -7.4% | +2.7% | 0.0% |
| 6M | -13.5% | +8.7% | -22.2% | -24.6% |
| YTD | +5.3% | +40.9% | -35.6% | -32.0% |
| 1Y | -14.9% | +20.5% | -35.4% | -36.7% |
| 3Y | +24.3% | +101.7% | -77.4% | -58.4% |
| 5Y | -55.6% | +197.7% | -253.2% | -91.7% |
| All | +290.5% | +440.8% | -150.3% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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