+276.4%
GME vs RRC
+6.5%
+269.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +6.0% | -1.2% | +7.2% | +6.4% |
| 30D | +8.3% | +3.0% | +5.4% | +7.3% |
| 3M | -9.1% | +7.3% | -16.3% | -11.6% |
| 6M | -16.3% | +3.6% | -19.9% | -18.1% |
| YTD | +1.5% | +19.4% | -17.8% | -5.9% |
| 1Y | -16.3% | +21.4% | -37.7% | -23.3% |
| 3Y | +15.1% | +32.8% | -17.6% | -0.1% |
| 5Y | -57.2% | +152.0% | -209.1% | -71.9% |
| All | +276.4% | +6.5% | +269.9% | +103.2% |
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