+485.8%
RIOT vs GME
+285.6%
+200.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +2.0% |
| 7D | -1.5% | +10.4% | -11.9% | -2.7% |
| 30D | +5.7% | +14.1% | -8.4% | +3.9% |
| 3M | -17.9% | -4.6% | -13.2% | -17.6% |
| 6M | +45.0% | -13.5% | +58.5% | +47.1% |
| YTD | +69.5% | +5.3% | +64.1% | +67.6% |
| 1Y | +37.2% | -14.9% | +52.1% | +39.4% |
| 3Y | +111.7% | +24.3% | +87.5% | +85.9% |
| 5Y | -27.5% | -55.6% | +28.1% | -31.6% |
| All | +485.8% | +285.6% | +200.2% | +253.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling