+65.3%
RIG vs GME
-58.9%
+124.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.5% | +0.8% |
| 7D | -4.2% | +6.0% | -10.2% | -4.6% |
| 30D | -0.7% | +8.3% | -9.0% | -1.4% |
| 3M | -4.0% | -9.1% | +5.1% | -3.4% |
| 6M | -6.3% | -16.3% | +10.0% | -5.3% |
| YTD | +39.7% | +1.5% | +38.2% | +38.8% |
| 1Y | +78.1% | -16.3% | +94.4% | +79.9% |
| 3Y | -29.5% | +15.1% | -44.6% | -39.3% |
| 5Y | +65.3% | -57.2% | +122.5% | +47.6% |
| All | +65.3% | -58.9% | +124.2% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling