-54.0%
GME vs RY
+122.0%
-176.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +5.1% |
| 7D | +3.7% | -0.9% | +4.6% | +4.5% |
| 30D | +2.2% | +5.9% | -3.7% | -3.3% |
| 3M | +30.6% | -4.3% | +34.9% | +35.2% |
| 6M | -0.2% | +12.1% | -12.3% | -12.6% |
| YTD | +25.1% | +20.3% | +4.8% | +1.3% |
| 1Y | +17.7% | +41.0% | -23.3% | -20.1% |
| 3Y | +85.7% | +157.5% | -71.9% | -37.0% |
| All | -54.0% | +122.0% | -176.0% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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