+23.3%
GME vs RL
+15.3%
+8.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.0% |
| 7D | +2.9% | +2.6% | +0.3% | +2.6% |
| 30D | -4.8% | +2.9% | -7.7% | -4.9% |
| 3M | +39.2% | 0.0% | +39.2% | +39.5% |
| 6M | +17.1% | +17.1% | 0.0% | +14.6% |
| YTD | +28.7% | +10.1% | +18.6% | +25.6% |
| 1Y | +23.3% | +17.3% | +6.0% | +18.7% |
| All | +23.3% | +15.3% | +8.1% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling