+48.7%
RSP vs GME
-53.9%
+102.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.2% |
| 7D | +0.4% | +5.8% | -5.3% | +0.2% |
| 30D | +3.7% | -3.7% | +7.4% | +3.9% |
| 3M | +0.8% | +33.6% | -32.8% | -0.6% |
| 6M | +9.1% | +5.4% | +3.7% | +8.7% |
| YTD | +16.7% | +27.4% | -10.7% | +15.2% |
| 1Y | +19.7% | +19.0% | +0.7% | +18.4% |
| 3Y | +66.7% | +101.5% | -34.8% | +47.4% |
| 5Y | +48.7% | -50.5% | +99.1% | +39.4% |
| All | +48.7% | -53.9% | +102.6% | +39.4% |
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 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