-62.0%
GME vs RBA
+44.6%
-106.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | +0.4% | -1.1% | +1.5% | +0.8% |
| 30D | -1.4% | -13.2% | +11.8% | +2.8% |
| 3M | -15.1% | -21.4% | +6.2% | -9.6% |
| 6M | -22.5% | -20.9% | -1.6% | -17.8% |
| YTD | -5.9% | -19.9% | +13.9% | -1.1% |
| 1Y | -18.6% | -28.7% | +10.0% | -11.1% |
| 3Y | +6.7% | +27.4% | -20.7% | -8.9% |
| 5Y | -62.0% | +41.7% | -103.7% | -70.4% |
| All | -62.0% | +44.6% | -106.6% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling