+2,488.2%
RCL vs GME
+1,469.6%
+1,018.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +8.5% | +4.8% | +3.7% | +8.0% |
| 30D | +20.4% | -4.3% | +24.7% | +21.0% |
| 3M | +11.0% | +35.3% | -24.3% | +6.9% |
| 6M | +24.9% | +4.7% | +20.1% | +23.6% |
| YTD | +23.9% | +26.6% | -2.8% | +19.6% |
| 1Y | +30.8% | +18.3% | +12.5% | +27.2% |
| 3Y | +270.4% | +102.8% | +167.6% | +187.0% |
| 5Y | +296.1% | -48.9% | +345.0% | +243.8% |
| 10Y | +375.0% | +480.5% | -105.4% | -0.8% |
| All | +2,488.2% | +1,469.6% | +1,018.6% | +287.5% |
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