+1,907.7%
RCL vs GME
+1,082.6%
+825.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -5.1% | +7.2% | -12.3% | -5.9% |
| 30D | -19.0% | +0.8% | -19.8% | -19.1% |
| 3M | -9.6% | -14.0% | +4.4% | -8.2% |
| 6M | -6.7% | -19.7% | +13.0% | -4.7% |
| YTD | -3.9% | -4.6% | +0.7% | -3.9% |
| 1Y | -25.1% | -14.3% | -10.7% | -24.3% |
| 3Y | +179.1% | +4.0% | +175.1% | +134.9% |
| 5Y | +243.3% | -62.2% | +305.5% | +208.4% |
| 10Y | +325.8% | +241.4% | +84.4% | -0.1% |
| All | +1,907.7% | +1,082.6% | +825.1% | +211.2% |
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