+67.9%
RIO vs GME
-11.9%
+79.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.2% | +0.2% |
| 7D | -3.2% | +10.4% | -13.6% | -4.2% |
| 30D | +0.9% | +14.1% | -13.2% | -0.5% |
| 3M | -1.4% | -4.6% | +3.2% | -0.9% |
| 6M | +10.9% | -13.5% | +24.5% | +13.0% |
| YTD | +31.2% | +5.3% | +25.9% | +30.5% |
| 1Y | +67.9% | -14.9% | +82.8% | +70.7% |
| All | +67.9% | -11.9% | +79.8% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling