-77.9%
RIG vs GME
+1,066.0%
-1,143.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +9.5% | -1.4% | +10.9% | +9.7% |
| 3M | -6.6% | -15.1% | +8.5% | -4.6% |
| 6M | -2.9% | -22.5% | +19.6% | +0.3% |
| YTD | +39.5% | -5.9% | +45.4% | +39.5% |
| 1Y | +82.3% | -18.6% | +100.9% | +86.4% |
| 3Y | -29.6% | +6.7% | -36.2% | -44.1% |
| 5Y | +63.2% | -62.0% | +125.2% | +38.3% |
| 10Y | -45.0% | +239.5% | -284.4% | -86.8% |
| All | -77.9% | +1,066.0% | -1,143.9% | -96.1% |
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