+696.9%
IWM vs GME
+1,450.5%
-753.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.7% |
| 7D | -2.0% | +3.7% | -5.7% | -2.3% |
| 30D | -1.5% | +2.2% | -3.6% | -1.7% |
| 3M | -8.0% | +30.6% | -38.6% | -10.1% |
| 6M | -4.1% | -0.2% | -3.9% | -4.4% |
| YTD | +11.9% | +25.1% | -13.2% | +9.4% |
| 1Y | +15.0% | +17.7% | -2.6% | +12.9% |
| 3Y | +64.2% | +85.7% | -21.5% | +40.2% |
| 5Y | +20.4% | -52.9% | +73.3% | +9.6% |
| 10Y | +168.0% | +504.9% | -336.9% | -4.5% |
| All | +696.9% | +1,450.5% | -753.6% | +106.5% |
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