-14.9%
GME vs IRM
+22.0%
-36.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.5% |
| 7D | +10.4% | -1.4% | +11.8% | +10.5% |
| 30D | +14.1% | -7.4% | +21.5% | +14.9% |
| 3M | -4.6% | -7.4% | +2.7% | -4.2% |
| 6M | -13.5% | +8.7% | -22.2% | -15.3% |
| YTD | +5.3% | +40.9% | -35.6% | -1.2% |
| 1Y | -14.9% | +20.5% | -35.4% | -17.3% |
| All | -14.9% | +22.0% | -36.9% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling