+104.3%
DAL vs GME
+475.1%
-370.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -1.1% | +2.9% | -4.0% | -1.2% |
| 30D | +12.8% | -4.8% | +17.6% | +13.1% |
| 3M | -5.3% | +39.2% | -44.5% | -7.0% |
| 6M | +22.4% | +17.1% | +5.3% | +21.1% |
| YTD | +25.6% | +28.7% | -3.1% | +23.6% |
| 1Y | +45.5% | +23.3% | +22.2% | +43.4% |
| 3Y | +161.0% | +112.9% | +48.0% | +135.3% |
| 5Y | +112.2% | -48.8% | +161.1% | +99.6% |
| All | +104.3% | +475.1% | -370.8% | -3.4% |
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