+265.3%
GME vs RBA
+189.2%
+76.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.5% |
| 7D | +4.8% | -1.9% | +6.7% | +5.3% |
| 30D | +5.9% | -13.0% | +18.8% | +9.3% |
| 3M | -10.7% | -23.1% | +12.4% | -5.6% |
| 6M | -19.8% | -22.6% | +2.8% | -15.5% |
| YTD | -0.9% | -20.4% | +19.4% | +3.4% |
| 1Y | -15.7% | -29.6% | +13.9% | -9.4% |
| 3Y | +12.3% | +26.6% | -14.2% | +2.5% |
| 5Y | -60.1% | +38.2% | -98.2% | -64.9% |
| 10Y | +265.3% | +194.7% | +70.6% | +113.0% |
| All | +265.3% | +189.2% | +76.1% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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