+18.3%
GME vs RBA
-3.8%
+22.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +4.8% | +3.2% | +1.6% | +4.4% |
| 30D | -4.3% | +12.0% | -16.3% | -5.4% |
| 3M | +35.3% | +2.9% | +32.5% | +34.6% |
| 6M | +4.7% | -6.3% | +11.0% | +4.0% |
| YTD | +26.6% | -5.9% | +32.5% | +30.5% |
| 1Y | +18.3% | -3.9% | +22.2% | +23.5% |
| All | +18.3% | -3.8% | +22.1% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling