+584.5%
RIO vs GME
+285.6%
+298.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.2% | +0.5% |
| 7D | -3.2% | +10.4% | -13.6% | -3.4% |
| 30D | +0.9% | +14.1% | -13.2% | +0.6% |
| 3M | -1.4% | -4.6% | +3.2% | -1.4% |
| 6M | +10.9% | -13.5% | +24.5% | +11.3% |
| YTD | +31.2% | +5.3% | +25.9% | +30.9% |
| 1Y | +67.9% | -14.9% | +82.8% | +68.3% |
| 3Y | +88.8% | +24.3% | +64.5% | +82.0% |
| 5Y | +93.1% | -55.6% | +148.7% | +87.7% |
| All | +584.5% | +285.6% | +298.9% | +393.5% |
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