+210.3%
RSP vs GME
+470.0%
-259.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | +1.8% | +6.0% | -4.2% | +1.6% |
| 30D | +3.5% | -5.9% | +9.4% | +3.6% |
| 3M | +0.2% | +38.2% | -38.0% | -0.7% |
| 6M | +9.1% | +14.5% | -5.4% | +8.6% |
| YTD | +16.6% | +27.6% | -11.0% | +15.6% |
| 1Y | +17.9% | +19.9% | -2.0% | +17.1% |
| 3Y | +64.6% | +104.3% | -39.7% | +55.8% |
| 5Y | +48.4% | -49.3% | +97.7% | +43.2% |
| All | +210.3% | +470.0% | -259.6% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling