+280.0%
RTX vs GME
+271.8%
+8.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.2% |
| 7D | -2.0% | +6.0% | -8.0% | -2.1% |
| 30D | -11.2% | +8.3% | -19.5% | -11.4% |
| 3M | +12.0% | -9.1% | +21.1% | +12.2% |
| 6M | -3.6% | -16.3% | +12.8% | -3.3% |
| YTD | +9.2% | +1.5% | +7.7% | +9.0% |
| 1Y | +29.7% | -16.3% | +46.0% | +30.0% |
| 3Y | +152.0% | +15.1% | +136.8% | +142.2% |
| 5Y | +165.8% | -57.2% | +222.9% | +157.6% |
| All | +280.0% | +271.8% | +8.3% | +123.9% |
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