+47.0%
ROK vs GME
-55.8%
+102.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -1.0% |
| 7D | +0.2% | +4.8% | -4.7% | -0.1% |
| 30D | -1.8% | +5.9% | -7.7% | -2.2% |
| 3M | -7.2% | -10.7% | +3.5% | -6.6% |
| 6M | +14.2% | -19.8% | +34.0% | +15.4% |
| YTD | +10.6% | -0.9% | +11.5% | +10.4% |
| 1Y | +25.9% | -15.7% | +41.6% | +26.7% |
| 3Y | +50.8% | +12.3% | +38.5% | +36.6% |
| 5Y | +47.0% | -60.1% | +107.1% | +39.3% |
| All | +47.0% | -55.8% | +102.9% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling