+19.8%
GME vs RNG
+120.1%
-100.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +6.0% | -9.6% | +15.6% | +8.6% |
| 30D | +8.3% | +8.8% | -0.5% | +5.9% |
| 3M | -9.1% | +78.6% | -87.7% | -22.7% |
| 6M | -16.3% | +70.3% | -86.6% | -29.3% |
| YTD | +1.5% | +140.3% | -138.8% | -26.0% |
| 1Y | -16.3% | +126.6% | -142.9% | -38.3% |
| All | +19.8% | +120.1% | -100.3% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling