+605.1%
RVMD vs GME
+1,953.4%
-1,348.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | 0.0% |
| 7D | -3.0% | +10.4% | -13.4% | -3.5% |
| 30D | -0.7% | +14.1% | -14.8% | -1.5% |
| 3M | +36.5% | -4.6% | +41.2% | +36.8% |
| 6M | +104.6% | -13.5% | +118.1% | +105.9% |
| YTD | +155.8% | +5.3% | +150.5% | +154.4% |
| 1Y | +340.7% | -14.9% | +355.6% | +343.1% |
| 3Y | +519.9% | +24.3% | +495.7% | +467.6% |
| 5Y | +584.9% | -55.6% | +640.5% | +543.7% |
| All | +605.1% | +1,953.4% | -1,348.3% | +265.6% |
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 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