+134.2%
RBRK vs GME
+97.7%
+36.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.3% | -2.7% |
| 7D | -7.5% | +10.4% | -17.9% | -8.0% |
| 30D | -10.4% | +14.1% | -24.5% | -11.0% |
| 3M | +21.3% | -4.6% | +25.9% | +21.5% |
| 6M | +50.6% | -13.5% | +64.2% | +51.5% |
| YTD | +13.3% | +5.3% | +8.0% | +12.9% |
| 1Y | +11.2% | -14.9% | +26.1% | +11.8% |
| All | +134.2% | +97.7% | +36.5% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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