+209.8%
RSP vs GME
+255.4%
-45.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.1% |
| 7D | -1.8% | +4.8% | -6.7% | -1.9% |
| 30D | -2.5% | +5.9% | -8.4% | -2.7% |
| 3M | +3.0% | -10.7% | +13.7% | +3.3% |
| 6M | +8.9% | -19.8% | +28.7% | +9.4% |
| YTD | +13.0% | -0.9% | +13.9% | +12.8% |
| 1Y | +16.2% | -15.7% | +31.9% | +16.6% |
| 3Y | +52.7% | +12.3% | +40.4% | +46.9% |
| 5Y | +50.5% | -60.1% | +110.5% | +46.1% |
| 10Y | +209.8% | +265.3% | -55.5% | +106.5% |
| All | +209.8% | +255.4% | -45.5% | +106.5% |
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 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