+1,410.3%
GME vs RL
+1,763.5%
-353.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | +1.6% | -4.4% | +6.0% | +3.4% |
| 30D | -6.2% | +5.6% | -11.7% | -8.4% |
| 3M | +35.8% | -0.6% | +36.4% | +35.4% |
| 6M | +10.3% | +15.5% | -5.2% | +2.1% |
| YTD | +27.2% | +12.3% | +14.9% | +18.0% |
| 1Y | +19.1% | +19.3% | -0.2% | +7.4% |
| 3Y | +103.7% | +255.5% | -151.8% | +12.2% |
| 5Y | -50.0% | +247.1% | -297.0% | -72.0% |
| 10Y | +471.4% | +346.0% | +125.4% | +157.6% |
| All | +1,410.3% | +1,763.5% | -353.1% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling