+454.8%
GME vs RVTY
+219.4%
+235.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.6% | -0.7% | +2.4% | +1.9% |
| 30D | -6.2% | +1.7% | -7.9% | -6.9% |
| 3M | +35.8% | +36.8% | -1.0% | +23.5% |
| 6M | +10.3% | +60.1% | -49.8% | -5.0% |
| YTD | +27.2% | +64.0% | -36.7% | +8.1% |
| 1Y | +19.1% | +68.2% | -49.1% | +0.1% |
| 3Y | +103.7% | +88.8% | +15.0% | +60.1% |
| 5Y | -50.0% | -10.5% | -39.4% | -53.2% |
| All | +454.8% | +219.4% | +235.4% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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