+1,032.6%
GME vs RCAT
-100.0%
+1,132.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | +7.2% | -1.4% | +8.6% | +7.2% |
| 30D | +0.8% | -3.3% | +4.1% | +0.8% |
| 3M | -14.0% | -43.2% | +29.3% | -13.8% |
| 6M | -19.7% | -43.2% | +23.4% | -19.7% |
| YTD | -4.6% | +5.5% | -10.1% | -4.7% |
| 1Y | -14.3% | -1.6% | -12.7% | -14.5% |
| 3Y | +4.0% | +773.7% | -769.7% | +2.8% |
| 5Y | -62.2% | +187.6% | -249.8% | -62.6% |
| 10Y | +241.4% | -98.5% | +339.8% | +236.8% |
| All | +1,032.6% | -100.0% | +1,132.6% | +882.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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