+129.7%
ROP vs GME
+271.8%
-142.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.5% |
| 7D | -8.0% | +6.0% | -14.0% | -8.0% |
| 30D | -2.7% | +8.3% | -11.1% | -2.8% |
| 3M | +16.6% | -9.1% | +25.7% | +16.7% |
| 6M | +10.4% | -16.3% | +26.7% | +10.5% |
| YTD | -12.1% | +1.5% | -13.6% | -12.1% |
| 1Y | -23.6% | -16.3% | -7.3% | -23.5% |
| 3Y | -19.3% | +15.1% | -34.5% | -20.3% |
| 5Y | -15.4% | -57.2% | +41.8% | -16.2% |
| All | +129.7% | +271.8% | -142.0% | +91.3% |
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 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