+291.3%
IR vs GME
+282.2%
+9.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -2.8% | +7.2% | -10.0% | -3.0% |
| 30D | -15.1% | +0.8% | -15.9% | -15.2% |
| 3M | +6.1% | -14.0% | +20.0% | +6.4% |
| 6M | -16.8% | -19.7% | +2.9% | -16.5% |
| YTD | -3.5% | -4.6% | +1.0% | -3.6% |
| 1Y | -3.5% | -14.3% | +10.9% | -3.3% |
| 3Y | +9.5% | +4.0% | +5.5% | +6.0% |
| 5Y | +45.1% | -62.2% | +107.3% | +41.6% |
| All | +291.3% | +282.2% | +9.0% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling