-17.9%
ROP vs GME
+4.1%
-21.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.8% |
| 7D | -5.4% | +0.4% | -5.8% | -5.4% |
| 30D | -1.6% | -1.4% | -0.2% | -1.6% |
| 3M | +18.8% | -15.1% | +34.0% | +18.9% |
| 6M | +8.2% | -22.5% | +30.7% | +8.3% |
| YTD | -10.5% | -5.9% | -4.6% | -10.4% |
| 1Y | -23.7% | -18.6% | -5.1% | -23.7% |
| 3Y | -17.9% | +6.7% | -24.5% | -16.6% |
| All | -17.9% | +4.1% | -21.9% | -16.6% |
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