+273.7%
RMD vs GME
+271.8%
+1.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | -4.2% | +6.0% | -10.2% | -4.3% |
| 30D | -2.1% | +8.3% | -10.4% | -2.1% |
| 3M | +13.8% | -9.1% | +22.8% | +13.9% |
| 6M | -10.6% | -16.3% | +5.7% | -10.5% |
| YTD | -8.1% | +1.5% | -9.6% | -8.2% |
| 1Y | -18.0% | -16.3% | -1.6% | -17.9% |
| 3Y | +52.9% | +15.1% | +37.7% | +50.7% |
| 5Y | -22.3% | -57.2% | +34.9% | -23.4% |
| All | +273.7% | +271.8% | +1.9% | +195.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling