-58.4%
GME vs RNG
-68.4%
+10.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +10.4% | -6.1% | +16.5% | +12.7% |
| 30D | +14.1% | +9.6% | +4.5% | +10.2% |
| 3M | -4.6% | +83.3% | -88.0% | -24.7% |
| 6M | -13.5% | +77.9% | -91.5% | -32.7% |
| YTD | +5.3% | +139.9% | -134.6% | -30.3% |
| 1Y | -14.9% | +121.7% | -136.5% | -42.5% |
| 3Y | +24.3% | +121.9% | -97.6% | -20.1% |
| All | -58.4% | -68.4% | +10.0% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling