-42.2%
RIG vs GME
+285.6%
-327.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.5% | -2.2% |
| 7D | -3.1% | +10.4% | -13.5% | -4.3% |
| 30D | -0.5% | +14.1% | -14.6% | -2.3% |
| 3M | -6.0% | -4.6% | -1.3% | -5.6% |
| 6M | -10.1% | -13.5% | +3.4% | -9.0% |
| YTD | +37.3% | +5.3% | +32.0% | +35.3% |
| 1Y | +73.9% | -14.9% | +88.8% | +76.3% |
| 3Y | -30.2% | +24.3% | -54.4% | -43.9% |
| 5Y | +62.5% | -55.6% | +118.0% | +38.5% |
| All | -42.2% | +285.6% | -327.8% | -86.4% |
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