+112.5%
GME vs RNG
+309.1%
-196.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.5% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -1.4% | +11.4% | -12.8% | -3.8% |
| 3M | -15.1% | +72.1% | -87.2% | -25.5% |
| 6M | -22.5% | +67.9% | -90.4% | -32.4% |
| YTD | -5.9% | +144.3% | -150.3% | -26.3% |
| 1Y | -18.6% | +117.5% | -136.2% | -34.9% |
| 3Y | +6.7% | +123.9% | -117.2% | -16.6% |
| 5Y | -62.0% | -70.1% | +8.1% | -63.4% |
| 10Y | +239.5% | +215.9% | +23.6% | +112.1% |
| All | +112.5% | +309.1% | -196.6% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling