+6.7%
GME vs RVTY
+16.6%
-10.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.7% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | -1.4% | +10.8% | -12.2% | -4.3% |
| 3M | -15.1% | +26.8% | -41.9% | -21.2% |
| 6M | -22.5% | +39.3% | -61.8% | -30.5% |
| YTD | -5.9% | +31.6% | -37.5% | -14.4% |
| 1Y | -18.6% | +47.7% | -66.3% | -29.3% |
| 3Y | +6.7% | +19.9% | -13.3% | -6.1% |
| All | +6.7% | +16.6% | -10.0% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling