+7.1%
IYR vs GME
-59.9%
+67.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.3% |
| 7D | -0.9% | +4.8% | -5.8% | -1.1% |
| 30D | -2.4% | +5.9% | -8.2% | -2.6% |
| 3M | -2.0% | -10.7% | +8.7% | -1.6% |
| 6M | +2.5% | -19.8% | +22.3% | +3.3% |
| YTD | +8.3% | -0.9% | +9.3% | +8.1% |
| 1Y | +6.5% | -15.7% | +22.1% | +6.9% |
| 3Y | +29.3% | +12.3% | +17.0% | +18.6% |
| All | +7.1% | -59.9% | +67.0% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling