+290.5%
GME vs RRX
+228.4%
+62.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.5% |
| 7D | +10.4% | -0.3% | +10.7% | +10.4% |
| 30D | +14.1% | -6.1% | +20.2% | +16.4% |
| 3M | -4.6% | -23.1% | +18.4% | +2.0% |
| 6M | -13.5% | -19.5% | +6.0% | -10.5% |
| YTD | +5.3% | +16.1% | -10.7% | -6.4% |
| 1Y | -14.9% | +12.9% | -27.8% | -24.2% |
| 3Y | +24.3% | +7.9% | +16.3% | +7.1% |
| 5Y | -55.6% | +19.1% | -74.7% | -63.7% |
| All | +290.5% | +228.4% | +62.1% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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