+336.0%
IR vs GME
+409.7%
-73.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +1.1% | +1.6% | -0.6% | +1.0% |
| 30D | +7.6% | -6.2% | +13.7% | +7.7% |
| 3M | +0.1% | +35.8% | -35.7% | -0.7% |
| 6M | +14.0% | +10.3% | +3.7% | +13.6% |
| YTD | +7.5% | +27.2% | -19.8% | +6.7% |
| 1Y | +10.1% | +19.1% | -9.0% | +9.5% |
| 3Y | +24.9% | +103.7% | -78.9% | +18.8% |
| 5Y | +46.9% | -50.0% | +96.8% | +42.4% |
| All | +336.0% | +409.7% | -73.8% | +162.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling