+48.1%
IJH vs GME
-56.3%
+104.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.6% |
| 7D | -1.9% | +10.4% | -12.2% | -2.5% |
| 30D | -4.6% | +14.1% | -18.7% | -5.4% |
| 3M | -1.2% | -4.6% | +3.5% | -1.0% |
| 6M | +9.4% | -13.5% | +22.9% | +10.1% |
| YTD | +13.3% | +5.3% | +8.0% | +12.6% |
| 1Y | +13.4% | -14.9% | +28.3% | +14.1% |
| 3Y | +50.4% | +24.3% | +26.2% | +33.4% |
| All | +48.1% | -56.3% | +104.4% | +39.4% |
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