+461.3%
GME vs RRC
+73.1%
+388.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +2.9% | +6.4% | -3.5% | +0.8% |
| 30D | -4.8% | +23.9% | -28.7% | -12.4% |
| 3M | +39.2% | +30.2% | +9.0% | +25.6% |
| 6M | +17.1% | +26.3% | -9.2% | +6.2% |
| YTD | +28.7% | +48.1% | -19.3% | +9.5% |
| 1Y | +23.3% | +37.7% | -14.3% | +7.2% |
| 3Y | +112.9% | +60.3% | +52.6% | +71.4% |
| 5Y | -48.8% | +135.3% | -184.1% | -65.7% |
| All | +461.3% | +73.1% | +388.2% | +165.4% |
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