+24.4%
IOT vs GME
+18.5%
+5.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.5% |
| 7D | -4.5% | +10.4% | -14.9% | -5.5% |
| 30D | -2.4% | +14.1% | -16.5% | -3.8% |
| 3M | +19.0% | -4.6% | +23.6% | +19.4% |
| 6M | +19.6% | -13.5% | +33.2% | +21.0% |
| YTD | +8.3% | +5.3% | +2.9% | +7.4% |
| 1Y | -0.8% | -14.9% | +14.1% | +0.2% |
| 3Y | +24.4% | +24.3% | +0.1% | +7.1% |
| All | +24.4% | +18.5% | +5.9% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling