+456.3%
GME vs RRC
+71.8%
+384.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.5% |
| 7D | +6.0% | +2.5% | +3.5% | +5.0% |
| 30D | -5.9% | +21.1% | -27.0% | -12.8% |
| 3M | +38.2% | +28.4% | +9.8% | +25.3% |
| 6M | +14.5% | +26.5% | -11.9% | +3.8% |
| YTD | +27.6% | +47.0% | -19.4% | +8.7% |
| 1Y | +19.9% | +35.2% | -15.3% | +4.9% |
| 3Y | +104.3% | +61.0% | +43.3% | +64.2% |
| 5Y | -49.3% | +133.6% | -182.9% | -66.0% |
| All | +456.3% | +71.8% | +384.5% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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