+277.0%
IR vs GME
+296.8%
-19.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.3% | -2.2% |
| 7D | -1.9% | +4.8% | -6.7% | -2.0% |
| 30D | -15.0% | +5.9% | -20.9% | -15.2% |
| 3M | -0.4% | -10.7% | +10.3% | -0.2% |
| 6M | -15.0% | -19.8% | +4.7% | -14.7% |
| YTD | -7.1% | -0.9% | -6.1% | -7.2% |
| 1Y | -7.5% | -15.7% | +8.1% | -7.3% |
| 3Y | +6.3% | +12.3% | -6.0% | +2.7% |
| 5Y | +37.3% | -60.1% | +97.4% | +33.9% |
| All | +277.0% | +296.8% | -19.8% | +128.3% |
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