+112.9%
GME vs RPRX
+177.1%
-64.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +2.9% | +3.3% | -0.4% | +2.7% |
| 30D | -4.8% | +17.9% | -22.7% | -5.8% |
| 3M | +39.2% | +19.2% | +20.0% | +37.6% |
| 6M | +17.1% | +31.7% | -14.6% | +15.2% |
| YTD | +28.7% | +82.5% | -53.7% | +23.8% |
| 1Y | +23.3% | +78.4% | -55.1% | +18.7% |
| 3Y | +112.9% | +177.0% | -64.0% | +78.7% |
| All | +112.9% | +177.1% | -64.1% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling