+263.4%
ROK vs GME
+475.1%
-211.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +7.1% | +2.9% | +4.2% | +7.0% |
| 30D | -5.0% | -4.8% | -0.2% | -4.8% |
| 3M | -9.4% | +39.2% | -48.6% | -10.3% |
| 6M | -11.0% | +17.1% | -28.1% | -11.5% |
| YTD | +4.4% | +28.7% | -24.3% | +3.5% |
| 1Y | +7.4% | +23.3% | -15.9% | +6.6% |
| 3Y | +61.0% | +112.9% | -52.0% | +52.4% |
| 5Y | +30.4% | -48.8% | +79.2% | +25.9% |
| All | +263.4% | +475.1% | -211.7% | +123.8% |
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