+112.9%
GME vs IRM
+112.1%
+0.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +2.9% | +6.8% | -3.9% | +1.2% |
| 30D | -4.8% | +2.6% | -7.4% | -5.5% |
| 3M | +39.2% | -9.5% | +48.7% | +42.4% |
| 6M | +17.1% | -8.5% | +25.6% | +18.8% |
| YTD | +28.7% | +40.3% | -11.5% | +13.8% |
| 1Y | +23.3% | +28.7% | -5.4% | +12.1% |
| 3Y | +112.9% | +111.8% | +1.1% | +44.7% |
| All | +112.9% | +112.1% | +0.9% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling