-27.0%
RKT vs GME
+1,673.0%
-1,700.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.0% |
| 7D | -7.2% | +6.0% | -13.3% | -7.6% |
| 30D | -7.9% | +8.3% | -16.2% | -8.4% |
| 3M | +5.2% | -9.1% | +14.2% | +5.7% |
| 6M | -14.9% | -16.3% | +1.4% | -14.0% |
| YTD | -31.9% | +1.5% | -33.4% | -32.1% |
| 1Y | -36.9% | -16.3% | -20.6% | -36.3% |
| 3Y | +35.7% | +15.1% | +20.6% | +25.3% |
| 5Y | -9.7% | -57.2% | +47.5% | -14.9% |
| All | -27.0% | +1,673.0% | -1,700.1% | -29.6% |
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