+265.3%
GME vs RL
+297.6%
-32.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.3% | +8.6% | +6.7% |
| 7D | +4.8% | -0.3% | +5.1% | +4.8% |
| 30D | +5.9% | -17.5% | +23.4% | +14.3% |
| 3M | -10.7% | -14.0% | +3.3% | -5.8% |
| 6M | -19.8% | -2.0% | -17.8% | -20.9% |
| YTD | -0.9% | -4.6% | +3.7% | -1.7% |
| 1Y | -15.7% | +9.5% | -25.2% | -21.6% |
| 3Y | +12.3% | +200.5% | -188.2% | -36.4% |
| 5Y | -60.1% | +226.3% | -286.3% | -78.2% |
| 10Y | +265.3% | +304.8% | -39.5% | +64.6% |
| All | +265.3% | +297.6% | -32.3% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling