+42.1%
RKT vs GME
+4.1%
+38.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | +6.0% | +0.4% | +5.6% | +6.0% |
| 30D | +0.7% | -1.4% | +2.1% | +0.8% |
| 3M | +11.8% | -15.1% | +27.0% | +13.5% |
| 6M | -7.6% | -22.5% | +14.9% | -5.5% |
| YTD | -28.7% | -5.9% | -22.7% | -28.5% |
| 1Y | -32.6% | -18.6% | -13.9% | -31.5% |
| 3Y | +42.1% | +6.7% | +35.4% | +20.6% |
| All | +42.1% | +4.1% | +38.0% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling