+152.8%
RTX vs GME
+4.1%
+148.8%
-19.3%
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 | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | -10.6% | -1.4% | -9.2% | -10.6% |
| 3M | +11.6% | -15.1% | +26.8% | +11.6% |
| 6M | -4.5% | -22.5% | +18.0% | -4.5% |
| YTD | +9.6% | -5.9% | +15.5% | +9.6% |
| 1Y | +30.8% | -18.6% | +49.5% | +30.8% |
| 3Y | +152.8% | +6.7% | +146.2% | +161.1% |
| All | +152.8% | +4.1% | +148.8% | +161.1% |
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