+2.0%
RDW vs GME
+122.1%
-120.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -2.6% |
| 7D | +0.9% | +10.4% | -9.5% | 0.0% |
| 30D | -21.3% | +14.1% | -35.4% | -22.1% |
| 3M | -37.9% | -4.6% | -33.2% | -37.7% |
| 6M | +12.3% | -13.5% | +25.8% | +13.4% |
| YTD | +39.7% | +5.3% | +34.4% | +39.0% |
| 1Y | +25.7% | -14.9% | +40.6% | +27.0% |
| 3Y | +230.8% | +24.3% | +206.6% | +208.2% |
| 5Y | -8.8% | -55.6% | +46.8% | -13.4% |
| All | +2.0% | +122.1% | -120.1% | -2.0% |
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