+112.9%
GME vs RUN
-7.3%
+120.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +2.9% | -13.5% | +16.4% | +4.6% |
| 30D | -4.8% | +18.3% | -23.1% | -7.2% |
| 3M | +39.2% | -12.5% | +51.7% | +40.4% |
| 6M | +17.1% | -40.3% | +57.4% | +23.1% |
| YTD | +28.7% | -53.1% | +81.8% | +36.5% |
| 1Y | +23.3% | -54.3% | +77.6% | +30.7% |
| 3Y | +112.9% | -6.5% | +119.4% | +22.6% |
| All | +112.9% | -7.3% | +120.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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