-9.7%
RKT vs GME
-55.8%
+46.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.3% | -8.0% | -3.5% |
| 7D | -1.0% | +4.8% | -5.8% | -1.7% |
| 30D | -2.4% | +5.9% | -8.3% | -3.2% |
| 3M | +1.9% | -10.7% | +12.6% | +3.3% |
| 6M | -13.9% | -19.8% | +5.9% | -11.4% |
| YTD | -30.6% | -0.9% | -29.7% | -31.0% |
| 1Y | -34.4% | -15.7% | -18.7% | -33.2% |
| 3Y | +38.2% | +12.3% | +25.9% | +6.7% |
| 5Y | -9.7% | -60.1% | +50.4% | -25.2% |
| All | -9.7% | -55.8% | +46.2% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling