+167.1%
RTX vs GME
-62.6%
+229.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.5% |
| 3M | +11.6% | -15.1% | +26.8% | +12.0% |
| 6M | -4.5% | -22.5% | +18.0% | -4.1% |
| YTD | +9.6% | -5.9% | +15.5% | +9.6% |
| 1Y | +30.8% | -18.6% | +49.5% | +31.2% |
| 3Y | +152.8% | +6.7% | +146.2% | +140.0% |
| 5Y | +167.1% | -62.0% | +229.1% | +164.5% |
| All | +167.1% | -62.6% | +229.7% | +164.5% |
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