+117.9%
GME vs RACE
+647.6%
-529.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.4% |
| 7D | +7.2% | -2.5% | +9.7% | +8.3% |
| 30D | +0.8% | +0.8% | 0.0% | +0.3% |
| 3M | -14.0% | +17.2% | -31.1% | -20.1% |
| 6M | -19.7% | +13.6% | -33.3% | -25.0% |
| YTD | -4.6% | +12.2% | -16.8% | -11.1% |
| 1Y | -14.3% | -16.3% | +1.9% | -9.9% |
| 3Y | +4.0% | +36.4% | -32.4% | -18.5% |
| 5Y | -62.2% | +95.0% | -157.2% | -74.8% |
| 10Y | +241.4% | +813.2% | -571.9% | +36.0% |
| All | +117.9% | +647.6% | -529.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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