+54.2%
RSP vs GME
+4.1%
+50.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -1.5% | -1.4% | -0.1% | -1.5% |
| 3M | +4.8% | -15.1% | +19.9% | +5.1% |
| 6M | +10.3% | -22.5% | +32.8% | +10.8% |
| YTD | +14.1% | -5.9% | +20.0% | +14.1% |
| 1Y | +17.0% | -18.6% | +35.7% | +17.4% |
| 3Y | +54.2% | +6.7% | +47.5% | +53.2% |
| All | +54.2% | +4.1% | +50.1% | +53.2% |
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 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