-60.1%
GME vs RVTY
-34.2%
-25.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.8% | +6.4% |
| 7D | +4.8% | -5.4% | +10.3% | +7.2% |
| 30D | +5.9% | +6.7% | -0.9% | +2.7% |
| 3M | -10.7% | +19.0% | -29.7% | -18.1% |
| 6M | -19.8% | +34.6% | -54.4% | -31.1% |
| YTD | -0.9% | +28.3% | -29.2% | -13.6% |
| 1Y | -15.7% | +46.0% | -61.7% | -31.7% |
| 3Y | +12.3% | +16.9% | -4.6% | -5.7% |
| 5Y | -60.1% | -32.9% | -27.1% | -57.3% |
| All | -60.1% | -34.2% | -25.9% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling