-54.0%
GME vs RL
+226.8%
-280.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +4.6% |
| 7D | +3.7% | -4.2% | +7.8% | +5.9% |
| 30D | +2.2% | +4.3% | -2.1% | -0.2% |
| 3M | +30.6% | -4.6% | +35.2% | +33.0% |
| 6M | -0.2% | +1.7% | -1.9% | -3.4% |
| YTD | +25.1% | +7.3% | +17.8% | +15.4% |
| 1Y | +17.7% | +20.8% | -3.1% | +0.4% |
| 3Y | +85.7% | +247.0% | -161.3% | -32.9% |
| All | -54.0% | +226.8% | -280.9% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling