+2,128.4%
GME vs RPRX
+81.2%
+2,047.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +2.9% | +3.3% | -0.4% | +1.7% |
| 30D | -4.8% | +17.9% | -22.7% | -10.5% |
| 3M | +39.2% | +19.2% | +20.0% | +30.2% |
| 6M | +17.1% | +31.7% | -14.6% | +5.1% |
| YTD | +28.7% | +82.5% | -53.7% | +1.3% |
| 1Y | +23.3% | +78.4% | -55.1% | -2.1% |
| 3Y | +112.9% | +177.0% | -64.0% | +32.1% |
| 5Y | -48.8% | +86.5% | -135.3% | -60.1% |
| All | +2,128.4% | +81.2% | +2,047.3% | +1,593.6% |
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