+1,657.8%
GME vs RPRX
+53.1%
+1,604.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.6% | +3.6% |
| 7D | +6.0% | -8.0% | +14.1% | +9.3% |
| 30D | +8.3% | +2.1% | +6.3% | +7.3% |
| 3M | -9.1% | +8.2% | -17.2% | -12.0% |
| 6M | -16.3% | +28.9% | -45.2% | -24.6% |
| YTD | +1.5% | +54.1% | -52.6% | -14.9% |
| 1Y | -16.3% | +65.5% | -81.9% | -32.2% |
| 3Y | +15.1% | +117.3% | -102.2% | -21.0% |
| 5Y | -57.2% | +71.6% | -128.8% | -65.9% |
| All | +1,657.8% | +53.1% | +1,604.7% | +1,323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling