+143.5%
IWM vs GME
+475.1%
-331.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.4% | +2.9% | -1.5% | +1.3% |
| 30D | +2.3% | -4.8% | +7.1% | +2.5% |
| 3M | -8.3% | +39.2% | -47.5% | -9.7% |
| 6M | -1.3% | +17.1% | -18.4% | -2.2% |
| YTD | +13.5% | +28.7% | -15.2% | +11.9% |
| 1Y | +18.4% | +23.3% | -4.9% | +16.9% |
| 3Y | +69.6% | +112.9% | -43.3% | +54.9% |
| 5Y | +23.3% | -48.8% | +72.1% | +16.6% |
| All | +143.5% | +475.1% | -331.5% | +40.9% |
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