+200.5%
IWD vs GME
+255.4%
-54.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.7% |
| 7D | -1.2% | +4.8% | -6.0% | -1.3% |
| 30D | -1.6% | +5.9% | -7.5% | -1.8% |
| 3M | +7.0% | -10.7% | +17.7% | +7.2% |
| 6M | +17.0% | -19.8% | +36.8% | +17.5% |
| YTD | +21.6% | -0.9% | +22.6% | +21.5% |
| 1Y | +28.0% | -15.7% | +43.7% | +28.3% |
| 3Y | +70.6% | +12.3% | +58.2% | +65.1% |
| 5Y | +73.3% | -60.1% | +133.4% | +69.0% |
| 10Y | +200.5% | +265.3% | -64.8% | +108.4% |
| All | +200.5% | +255.4% | -54.9% | +108.4% |
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