+1,152.9%
RSP vs GME
+2,440.4%
-1,287.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -0.3% | +1.6% | -1.9% | -0.4% |
| 30D | +4.4% | -6.2% | +10.6% | +4.8% |
| 3M | +1.3% | +35.8% | -34.5% | -0.6% |
| 6M | +10.0% | +10.3% | -0.3% | +9.1% |
| YTD | +17.6% | +27.2% | -9.6% | +15.5% |
| 1Y | +19.2% | +19.1% | +0.1% | +17.5% |
| 3Y | +66.0% | +103.7% | -37.7% | +46.2% |
| 5Y | +50.4% | -50.0% | +100.4% | +39.1% |
| 10Y | +215.7% | +471.4% | -255.8% | +29.6% |
| All | +1,152.9% | +2,440.4% | -1,287.5% | +267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling