+1,016.7%
GME vs RRX
+1,003.9%
+12.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +0.4% | +4.3% | -3.9% | -1.2% |
| 30D | -1.4% | -8.0% | +6.6% | +1.7% |
| 3M | -15.1% | -22.0% | +6.9% | -8.9% |
| 6M | -22.5% | -11.9% | -10.6% | -22.2% |
| YTD | -5.9% | +17.1% | -23.0% | -17.1% |
| 1Y | -18.6% | +14.9% | -33.5% | -28.5% |
| 3Y | +6.7% | +6.9% | -0.2% | -8.7% |
| 5Y | -62.0% | +19.6% | -81.5% | -69.2% |
| 10Y | +239.5% | +215.9% | +23.5% | +66.5% |
| All | +1,016.7% | +1,003.9% | +12.8% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling