+212.3%
IEFA vs GME
+399.7%
-187.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.2% |
| 7D | -0.5% | +4.8% | -5.3% | -0.6% |
| 30D | -1.1% | +5.9% | -7.0% | -1.2% |
| 3M | +5.1% | -10.7% | +15.8% | +5.3% |
| 6M | +9.3% | -19.8% | +29.1% | +9.8% |
| YTD | +13.0% | -0.9% | +13.9% | +12.9% |
| 1Y | +19.2% | -15.7% | +34.9% | +19.5% |
| 3Y | +67.0% | +12.3% | +54.7% | +61.6% |
| 5Y | +51.1% | -60.1% | +111.2% | +47.3% |
| 10Y | +146.5% | +265.3% | -118.8% | +78.5% |
| All | +212.3% | +399.7% | -187.4% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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