+50.8%
RMBS vs GME
+14.2%
+36.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.8% |
| 7D | +1.2% | +6.0% | -4.8% | +0.7% |
| 30D | -11.5% | +8.3% | -19.8% | -12.1% |
| 3M | -38.2% | -9.1% | -29.2% | -37.8% |
| 6M | -4.8% | -16.3% | +11.6% | -3.5% |
| YTD | -7.1% | +1.5% | -8.7% | -7.5% |
| 1Y | +10.7% | -16.3% | +27.0% | +12.1% |
| All | +50.8% | +14.2% | +36.6% | +42.8% |
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