+50.6%
ROK vs GME
+14.2%
+36.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.2% |
| 7D | -1.6% | +6.0% | -7.6% | -1.8% |
| 30D | -5.4% | +8.3% | -13.8% | -5.7% |
| 3M | -4.0% | -9.1% | +5.1% | -3.7% |
| 6M | +13.3% | -16.3% | +29.7% | +13.9% |
| YTD | +9.3% | +1.5% | +7.8% | +9.2% |
| 1Y | +25.8% | -16.3% | +42.1% | +26.3% |
| All | +50.6% | +14.2% | +36.4% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling