+85.7%
GME vs RL
+240.1%
-154.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +4.3% |
| 7D | +3.7% | -4.2% | +7.8% | +4.9% |
| 30D | +2.2% | +4.3% | -2.1% | +1.0% |
| 3M | +30.6% | -4.6% | +35.2% | +32.2% |
| 6M | -0.2% | +1.7% | -1.9% | -1.5% |
| YTD | +25.1% | +7.3% | +17.8% | +20.1% |
| 1Y | +17.7% | +20.8% | -3.1% | +7.9% |
| 3Y | +85.7% | +247.0% | -161.3% | -6.8% |
| All | +85.7% | +240.1% | -154.4% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling