+3,818.9%
ROK vs GME
+1,082.6%
+2,736.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +0.7% | +7.2% | -6.5% | +0.2% |
| 30D | -3.3% | +0.8% | -4.1% | -3.4% |
| 3M | -5.9% | -14.0% | +8.1% | -5.0% |
| 6M | +13.9% | -19.7% | +33.6% | +15.3% |
| YTD | +12.6% | -4.6% | +17.2% | +12.6% |
| 1Y | +28.6% | -14.3% | +42.9% | +29.4% |
| 3Y | +45.1% | +4.0% | +41.1% | +32.0% |
| 5Y | +45.6% | -62.2% | +107.8% | +36.2% |
| 10Y | +345.0% | +241.4% | +103.7% | +76.3% |
| All | +3,818.9% | +1,082.6% | +2,736.3% | +1,023.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling