+1,032.6%
GME vs RBA
+2,834.5%
-1,801.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +7.2% | -2.9% | +10.1% | +8.0% |
| 30D | +0.8% | -12.3% | +13.1% | +4.2% |
| 3M | -14.0% | -20.5% | +6.6% | -9.2% |
| 6M | -19.7% | -18.5% | -1.2% | -16.1% |
| YTD | -4.6% | -18.2% | +13.6% | -0.6% |
| 1Y | -14.3% | -27.5% | +13.2% | -8.0% |
| 3Y | +4.0% | +38.1% | -34.1% | -7.9% |
| 5Y | -62.2% | +44.8% | -107.0% | -67.5% |
| 10Y | +241.4% | +187.1% | +54.2% | +123.0% |
| All | +1,032.6% | +2,834.5% | -1,801.8% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling