+2,256.7%
ROP vs GME
+1,469.6%
+787.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +0.2% | +4.8% | -4.6% | 0.0% |
| 30D | +30.3% | -4.3% | +34.6% | +30.5% |
| 3M | +17.8% | +35.3% | -17.6% | +16.0% |
| 6M | +38.9% | +4.7% | +34.2% | +38.4% |
| YTD | +7.6% | +26.6% | -19.0% | +6.1% |
| 1Y | +6.5% | +18.3% | -11.8% | +5.3% |
| 3Y | -6.3% | +102.8% | -109.1% | -15.7% |
| 5Y | +0.9% | -48.9% | +49.9% | -5.7% |
| 10Y | +180.7% | +480.5% | -299.7% | +23.3% |
| All | +2,256.7% | +1,469.6% | +787.1% | +656.2% |
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