+171.7%
IWM vs GME
+255.4%
-83.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -1.6% |
| 7D | -1.1% | +4.8% | -6.0% | -1.4% |
| 30D | -3.1% | +5.9% | -9.0% | -3.4% |
| 3M | +2.2% | -10.7% | +12.9% | +2.7% |
| 6M | +15.1% | -19.8% | +34.9% | +16.1% |
| YTD | +18.6% | -0.9% | +19.5% | +18.4% |
| 1Y | +24.0% | -15.7% | +39.7% | +24.6% |
| 3Y | +63.7% | +12.3% | +51.4% | +53.9% |
| 5Y | +38.2% | -60.1% | +98.3% | +32.1% |
| 10Y | +171.7% | +265.3% | -93.6% | +66.1% |
| All | +171.7% | +255.4% | -83.7% | +66.1% |
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