+66.9%
IYR vs GME
+285.6%
-218.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.7% |
| 7D | -1.4% | +10.4% | -11.7% | -1.6% |
| 30D | -2.7% | +14.1% | -16.7% | -3.0% |
| 3M | -2.1% | -4.6% | +2.5% | -2.1% |
| 6M | +3.6% | -13.5% | +17.1% | +3.9% |
| YTD | +8.1% | +5.3% | +2.8% | +7.8% |
| 1Y | +4.7% | -14.9% | +19.6% | +5.0% |
| 3Y | +29.1% | +24.3% | +4.9% | +24.1% |
| 5Y | +6.9% | -55.6% | +62.5% | +3.6% |
| All | +66.9% | +285.6% | -218.7% | +16.4% |
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