+554.1%
IYR vs GME
+1,066.0%
-511.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -2.5% | -1.4% | -1.1% | -2.4% |
| 3M | +1.5% | -15.1% | +16.6% | +2.4% |
| 6M | +3.9% | -22.5% | +26.3% | +5.3% |
| YTD | +9.5% | -5.9% | +15.5% | +9.6% |
| 1Y | +7.5% | -18.6% | +26.1% | +8.4% |
| 3Y | +30.8% | +6.7% | +24.1% | +18.7% |
| 5Y | +4.8% | -62.0% | +66.8% | -2.4% |
| 10Y | +64.3% | +239.5% | -175.1% | -32.6% |
| All | +554.1% | +1,066.0% | -511.9% | +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