+19.8%
GME vs RRX
+1.6%
+18.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.9% |
| 7D | +6.0% | -3.7% | +9.8% | +6.8% |
| 30D | +8.3% | -9.3% | +17.6% | +10.4% |
| 3M | -9.1% | -21.8% | +12.7% | -5.8% |
| 6M | -16.3% | -22.0% | +5.7% | -14.0% |
| YTD | +1.5% | +11.9% | -10.4% | -6.3% |
| 1Y | -16.3% | +11.6% | -27.9% | -23.2% |
| All | +19.8% | +1.6% | +18.2% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling