+31.3%
RMBS vs GME
+106.8%
-75.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.3% |
| 7D | +10.3% | +2.9% | +7.4% | +10.1% |
| 30D | -10.7% | -4.8% | -5.9% | -10.3% |
| 3M | -17.2% | +39.2% | -56.4% | -19.5% |
| 6M | -39.0% | +17.1% | -56.1% | -39.9% |
| YTD | -10.5% | +28.7% | -39.2% | -12.6% |
| 1Y | -11.0% | +23.3% | -34.3% | -12.8% |
| 3Y | +31.3% | +112.9% | -81.6% | +18.9% |
| All | +31.3% | +106.8% | -75.5% | +18.9% |
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