+126.5%
GME vs RUN
-32.6%
+159.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.6% | +9.8% | +6.0% |
| 7D | +4.8% | -1.8% | +6.6% | +5.1% |
| 30D | +5.9% | -10.8% | +16.7% | +7.6% |
| 3M | -10.7% | -30.2% | +19.4% | -6.3% |
| 6M | -19.8% | -22.3% | +2.5% | -18.3% |
| YTD | -0.9% | -52.2% | +51.2% | +7.0% |
| 1Y | -15.7% | -45.1% | +29.4% | -12.4% |
| 3Y | +12.3% | -37.1% | +49.4% | -5.4% |
| 5Y | -60.1% | -80.3% | +20.2% | -61.9% |
| 10Y | +265.3% | +45.2% | +220.1% | +149.8% |
| All | +126.5% | -32.6% | +159.1% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling