+348.5%
ROK vs GME
+285.6%
+62.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | +1.6% |
| 7D | -1.2% | +10.4% | -11.6% | -1.5% |
| 30D | -4.8% | +14.1% | -18.9% | -5.2% |
| 3M | -6.1% | -4.6% | -1.4% | -6.0% |
| 6M | +15.5% | -13.5% | +29.0% | +15.9% |
| YTD | +11.2% | +5.3% | +5.8% | +10.9% |
| 1Y | +23.8% | -14.9% | +38.7% | +24.2% |
| 3Y | +53.1% | +24.3% | +28.9% | +47.1% |
| 5Y | +48.3% | -55.6% | +103.9% | +43.8% |
| All | +348.5% | +285.6% | +62.9% | +194.0% |
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 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