+355.6%
RMD vs GME
+475.1%
-119.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +2.1% | +2.9% | -0.8% | +2.0% |
| 30D | +2.1% | -4.8% | +6.9% | +2.1% |
| 3M | +6.2% | +39.2% | -33.0% | +5.8% |
| 6M | +19.4% | +17.1% | +2.3% | +19.1% |
| YTD | +0.5% | +28.7% | -28.2% | +0.2% |
| 1Y | -3.9% | +23.3% | -27.3% | -4.2% |
| 3Y | +72.5% | +112.9% | -40.4% | +69.4% |
| 5Y | -1.5% | -48.8% | +47.3% | -3.2% |
| All | +355.6% | +475.1% | -119.5% | +265.5% |
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