-84.1%
RIVN vs GME
-58.1%
-25.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.9% | -1.0% |
| 7D | +1.8% | +10.4% | -8.5% | -0.5% |
| 30D | +0.6% | +14.1% | -13.4% | -2.4% |
| 3M | +3.2% | -4.6% | +7.8% | +4.1% |
| 6M | -3.7% | -13.5% | +9.8% | -1.0% |
| YTD | -18.7% | +5.3% | -24.0% | -20.3% |
| 1Y | +14.7% | -14.9% | +29.6% | +17.7% |
| 3Y | -31.5% | +24.3% | -55.8% | -57.6% |
| All | -84.1% | -58.1% | -25.9% | -89.0% |
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