+1,461.6%
RIO vs GME
+1,495.6%
-34.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -0.9% | +2.9% | -3.8% | -1.1% |
| 30D | -9.1% | -4.8% | -4.3% | -8.8% |
| 3M | -13.7% | +39.2% | -52.9% | -15.8% |
| 6M | -24.3% | +17.1% | -41.4% | -25.4% |
| YTD | +8.9% | +28.7% | -19.8% | +6.5% |
| 1Y | +22.7% | +23.3% | -0.7% | +20.3% |
| 3Y | +51.2% | +112.9% | -61.8% | +28.5% |
| 5Y | +88.1% | -48.8% | +137.0% | +69.8% |
| 10Y | +352.3% | +478.2% | -125.8% | +43.8% |
| All | +1,461.6% | +1,495.6% | -34.0% | +272.3% |
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 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