+1,032.6%
GME vs RL
+1,556.1%
-523.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.2% |
| 7D | +7.2% | -0.8% | +8.0% | +7.5% |
| 30D | +0.8% | -7.8% | +8.6% | +3.9% |
| 3M | -14.0% | -4.0% | -10.0% | -13.3% |
| 6M | -19.7% | -1.9% | -17.8% | -20.7% |
| YTD | -4.6% | -0.2% | -4.4% | -6.9% |
| 1Y | -14.3% | +10.7% | -25.0% | -20.3% |
| 3Y | +4.0% | +210.8% | -206.7% | -39.4% |
| 5Y | -62.2% | +238.2% | -300.4% | -78.6% |
| 10Y | +241.4% | +313.4% | -72.0% | +59.2% |
| All | +1,032.6% | +1,556.1% | -523.5% | +142.4% |
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