+48.3%
IEMG vs GME
-56.3%
+104.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.0% |
| 7D | -1.3% | +10.4% | -11.7% | -1.7% |
| 30D | +1.9% | +14.1% | -12.2% | +1.3% |
| 3M | +1.4% | -4.6% | +6.1% | +1.6% |
| 6M | +15.2% | -13.5% | +28.7% | +15.8% |
| YTD | +23.8% | +5.3% | +18.5% | +23.3% |
| 1Y | +30.7% | -14.9% | +45.5% | +31.3% |
| 3Y | +83.3% | +24.3% | +59.0% | +67.7% |
| All | +48.3% | -56.3% | +104.6% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling