+55.3%
RSG vs GME
+14.2%
+41.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.6% |
| 7D | -1.8% | +6.0% | -7.8% | -1.7% |
| 30D | +2.8% | +8.3% | -5.6% | +2.9% |
| 3M | +4.3% | -9.1% | +13.4% | +4.2% |
| 6M | -0.5% | -16.3% | +15.8% | -0.6% |
| YTD | +5.2% | +1.5% | +3.7% | +5.3% |
| 1Y | -2.1% | -16.3% | +14.2% | -2.2% |
| All | +55.3% | +14.2% | +41.1% | +60.9% |
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 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