+87.7%
RIO vs GME
+14.2%
+73.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.7% | -4.2% |
| 7D | -3.4% | +6.0% | -9.4% | -3.5% |
| 30D | +0.6% | +8.3% | -7.8% | +0.4% |
| 3M | +2.5% | -9.1% | +11.6% | +2.7% |
| 6M | +10.8% | -16.3% | +27.1% | +11.1% |
| YTD | +30.5% | +1.5% | +28.9% | +30.4% |
| 1Y | +68.1% | -16.3% | +84.5% | +68.5% |
| All | +87.7% | +14.2% | +73.5% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling