-60.1%
GME vs IRM
+190.5%
-250.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.7% |
| 7D | +4.8% | +3.0% | +1.8% | +3.2% |
| 30D | +5.9% | -5.2% | +11.1% | +8.6% |
| 3M | -10.7% | -8.0% | -2.7% | -7.8% |
| 6M | -19.8% | +9.2% | -29.0% | -25.5% |
| YTD | -0.9% | +41.0% | -41.9% | -22.1% |
| 1Y | -15.7% | +23.3% | -38.9% | -28.7% |
| 3Y | +12.3% | +102.8% | -90.5% | -43.4% |
| 5Y | -60.1% | +192.8% | -252.8% | -84.8% |
| All | -60.1% | +190.5% | -250.5% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling