+1,844.1%
RIO vs GME
+1,082.6%
+761.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | 0.0% | +7.2% | -7.2% | -0.5% |
| 30D | +4.0% | +0.8% | +3.2% | +3.9% |
| 3M | +0.1% | -14.0% | +14.1% | +1.1% |
| 6M | +12.7% | -19.7% | +32.4% | +14.3% |
| YTD | +35.6% | -4.6% | +40.1% | +35.6% |
| 1Y | +73.7% | -14.3% | +88.0% | +74.9% |
| 3Y | +93.3% | +4.0% | +89.3% | +73.6% |
| 5Y | +92.4% | -62.2% | +154.6% | +77.5% |
| 10Y | +606.9% | +241.4% | +365.6% | +145.7% |
| All | +1,844.1% | +1,082.6% | +761.5% | +374.1% |
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