+266.8%
RMBS vs GME
-56.3%
+323.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.5% |
| 7D | +1.8% | +10.4% | -8.6% | +0.7% |
| 30D | -13.9% | +14.1% | -28.0% | -15.1% |
| 3M | -39.8% | -4.6% | -35.2% | -39.6% |
| 6M | -6.0% | -13.5% | +7.5% | -4.9% |
| YTD | -5.4% | +5.3% | -10.7% | -6.2% |
| 1Y | -1.8% | -14.9% | +13.1% | -0.4% |
| 3Y | +53.7% | +24.3% | +29.4% | +31.2% |
| All | +266.8% | -56.3% | +323.1% | +225.0% |
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