+342.5%
RCL vs GME
+255.4%
+87.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.1% | -2.1% |
| 7D | -2.2% | +4.8% | -7.0% | -2.5% |
| 30D | -15.7% | +5.9% | -21.5% | -16.0% |
| 3M | -8.0% | -10.7% | +2.8% | -7.4% |
| 6M | -10.1% | -19.8% | +9.7% | -9.0% |
| YTD | -5.9% | -0.9% | -4.9% | -6.1% |
| 1Y | -23.5% | -15.7% | -7.8% | -23.0% |
| 3Y | +174.4% | +12.3% | +162.1% | +148.6% |
| 5Y | +227.1% | -60.1% | +287.2% | +207.4% |
| 10Y | +342.5% | +265.3% | +77.2% | +66.7% |
| All | +342.5% | +255.4% | +87.1% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling