+1,202.7%
RMBS vs GME
+1,066.0%
+136.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | +3.0% | +0.4% | +2.5% | +2.9% |
| 30D | -14.4% | -1.4% | -13.0% | -14.3% |
| 3M | -42.8% | -15.1% | -27.7% | -42.1% |
| 6M | -1.4% | -22.5% | +21.1% | +0.6% |
| YTD | -5.4% | -5.9% | +0.5% | -5.2% |
| 1Y | +18.6% | -18.6% | +37.2% | +20.6% |
| 3Y | +57.3% | +6.7% | +50.6% | +41.1% |
| 5Y | +265.7% | -62.0% | +327.7% | +240.8% |
| 10Y | +546.0% | +239.5% | +306.6% | +123.0% |
| All | +1,202.7% | +1,066.0% | +136.7% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling