+269.0%
RTX vs GME
+484.8%
-215.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +1.4% | +1.6% | -0.2% | +1.4% |
| 30D | +7.8% | -6.2% | +14.0% | +8.0% |
| 3M | -9.8% | +35.8% | -45.5% | -10.5% |
| 6M | +13.5% | +10.3% | +3.3% | +13.2% |
| YTD | +10.9% | +27.2% | -16.3% | +10.1% |
| 1Y | +14.0% | +19.1% | -5.1% | +13.3% |
| 3Y | +159.9% | +103.7% | +56.2% | +146.1% |
| 5Y | +151.7% | -50.0% | +201.6% | +143.2% |
| 10Y | +269.0% | +471.4% | -202.5% | +107.3% |
| All | +269.0% | +484.8% | -215.8% | +107.3% |
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