+742.0%
IWD vs GME
+1,477.0%
-735.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | -0.6% | +1.6% | -2.2% | -0.7% |
| 30D | +3.6% | -6.2% | +9.8% | +3.9% |
| 3M | +2.7% | +35.8% | -33.1% | +0.9% |
| 6M | +13.2% | +10.3% | +2.9% | +12.4% |
| YTD | +26.8% | +27.2% | -0.5% | +24.7% |
| 1Y | +29.3% | +19.1% | +10.2% | +27.6% |
| 3Y | +85.1% | +103.7% | -18.6% | +64.7% |
| 5Y | +74.2% | -50.0% | +124.2% | +62.0% |
| 10Y | +204.6% | +471.4% | -266.9% | +35.7% |
| All | +742.0% | +1,477.0% | -735.0% | +184.8% |
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