-62.0%
GME vs RL
+241.4%
-303.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | +0.4% | +1.9% | -1.5% | -0.6% |
| 30D | -1.4% | -12.2% | +10.8% | +5.1% |
| 3M | -15.1% | -6.6% | -8.5% | -13.2% |
| 6M | -22.5% | +3.2% | -25.6% | -26.1% |
| YTD | -5.9% | -1.3% | -4.6% | -8.8% |
| 1Y | -18.6% | +13.6% | -32.2% | -27.9% |
| 3Y | +6.7% | +210.9% | -204.2% | -56.5% |
| 5Y | -62.0% | +246.9% | -308.8% | -86.2% |
| All | -62.0% | +241.4% | -303.4% | -86.2% |
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