-14.9%
GME vs RNG
+128.1%
-143.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +10.4% | -6.1% | +16.5% | +10.7% |
| 30D | +14.1% | +9.6% | +4.5% | +13.6% |
| 3M | -4.6% | +83.3% | -88.0% | -7.8% |
| 6M | -13.5% | +77.9% | -91.5% | -16.6% |
| YTD | +5.3% | +139.9% | -134.6% | -2.4% |
| 1Y | -14.9% | +121.7% | -136.5% | -20.9% |
| All | -14.9% | +128.1% | -143.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling