-15.9%
ROP vs GME
-55.8%
+40.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.6% | -1.4% |
| 7D | -6.1% | +4.8% | -11.0% | -6.2% |
| 30D | -3.4% | +5.9% | -9.2% | -3.5% |
| 3M | +16.7% | -10.7% | +27.4% | +16.9% |
| 6M | +8.1% | -19.8% | +27.9% | +8.5% |
| YTD | -11.7% | -0.9% | -10.7% | -11.7% |
| 1Y | -24.2% | -15.7% | -8.5% | -24.0% |
| 3Y | -19.0% | +12.3% | -31.3% | -22.5% |
| 5Y | -15.9% | -60.1% | +44.2% | -16.9% |
| All | -15.9% | -55.8% | +40.0% | -16.9% |
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