+90.0%
RSG vs GME
-56.3%
+146.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.7% |
| 7D | 0.0% | +10.4% | -10.4% | 0.0% |
| 30D | +4.0% | +14.1% | -10.1% | +3.9% |
| 3M | +7.4% | -4.6% | +12.0% | +7.4% |
| 6M | +0.1% | -13.5% | +13.6% | +0.1% |
| YTD | +6.0% | +5.3% | +0.7% | +6.0% |
| 1Y | -3.0% | -14.9% | +11.9% | -3.0% |
| 3Y | +56.5% | +24.3% | +32.2% | +54.5% |
| All | +90.0% | -56.3% | +146.4% | +92.5% |
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