+69.2%
IWM vs GME
+89.6%
-20.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.8% |
| 7D | -2.0% | +3.7% | -5.7% | -2.2% |
| 30D | -1.5% | +2.2% | -3.6% | -1.6% |
| 3M | -8.0% | +30.6% | -38.6% | -9.1% |
| 6M | -4.1% | -0.2% | -3.9% | -4.2% |
| YTD | +11.9% | +25.1% | -13.2% | +10.7% |
| 1Y | +15.0% | +17.7% | -2.6% | +14.0% |
| All | +69.2% | +89.6% | -20.4% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling