+1,384.9%
GME vs RBA
+3,185.0%
-1,800.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.3% | +4.3% |
| 7D | +3.7% | +4.3% | -0.6% | +2.5% |
| 30D | +2.2% | +16.3% | -14.1% | -2.0% |
| 3M | +30.6% | +1.3% | +29.3% | +29.7% |
| 6M | -0.2% | -11.1% | +10.9% | +1.9% |
| YTD | +25.1% | -8.5% | +33.6% | +26.2% |
| 1Y | +17.7% | -2.1% | +19.8% | +16.3% |
| 3Y | +85.7% | +44.6% | +41.1% | +62.1% |
| 5Y | -52.9% | +36.8% | -89.7% | -58.9% |
| 10Y | +504.9% | +227.3% | +277.6% | +280.6% |
| All | +1,384.9% | +3,185.0% | -1,800.1% | +562.3% |
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