+1,032.6%
GME vs RRC
+1,471.7%
-439.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +7.2% | +1.3% | +5.9% | +6.8% |
| 30D | +0.8% | +10.1% | -9.3% | -2.0% |
| 3M | -14.0% | +4.0% | -18.0% | -15.2% |
| 6M | -19.7% | +1.6% | -21.3% | -20.7% |
| YTD | -4.6% | +19.7% | -24.3% | -10.5% |
| 1Y | -14.3% | +21.4% | -35.8% | -20.3% |
| 3Y | +4.0% | +29.7% | -25.6% | -6.9% |
| 5Y | -62.2% | +153.9% | -216.1% | -73.3% |
| 10Y | +241.4% | +10.8% | +230.5% | +140.2% |
| All | +1,032.6% | +1,471.7% | -439.1% | +253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling