-34.7%
ROL vs GME
+15.0%
-49.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +2.6% |
| 7D | +14.6% | +7.8% | +6.8% | +14.1% |
| 30D | +29.3% | -0.4% | +29.7% | +29.2% |
| 3M | +2.0% | +30.9% | -28.9% | +0.5% |
| 6M | -28.5% | +5.5% | -34.0% | -28.9% |
| YTD | -35.3% | +25.2% | -60.5% | -35.5% |
| 1Y | -34.7% | +14.4% | -49.1% | -35.0% |
| All | -34.7% | +15.0% | -49.6% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling