+480.5%
GME vs RL
+369.1%
+111.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +4.8% | +1.3% | +3.5% | +4.1% |
| 30D | -4.3% | +7.6% | -11.9% | -7.3% |
| 3M | +35.3% | -1.5% | +36.8% | +35.5% |
| 6M | +4.7% | +12.1% | -7.3% | -1.9% |
| YTD | +26.6% | +13.9% | +12.7% | +16.5% |
| 1Y | +18.3% | +20.7% | -2.3% | +5.8% |
| 3Y | +102.8% | +260.6% | -157.8% | +6.5% |
| 5Y | -48.9% | +248.9% | -297.8% | -73.0% |
| 10Y | +480.5% | +355.9% | +124.6% | +153.5% |
| All | +480.5% | +369.1% | +111.4% | +153.5% |
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