+90.3%
RIO vs GME
-49.3%
+139.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -0.9% | +2.9% | -3.8% | -1.0% |
| 30D | -9.1% | -4.8% | -4.3% | -9.0% |
| 3M | -13.7% | +39.2% | -52.9% | -14.7% |
| 6M | -24.3% | +17.1% | -41.4% | -24.8% |
| YTD | +8.9% | +28.7% | -19.8% | +7.8% |
| 1Y | +22.7% | +23.3% | -0.7% | +21.6% |
| 3Y | +51.2% | +112.9% | -61.8% | +37.6% |
| All | +90.3% | -49.3% | +139.6% | +84.8% |
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