+121.4%
DAL vs GME
+484.8%
-363.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | +2.3% | +1.6% | +0.7% | +2.3% |
| 30D | +14.3% | -6.2% | +20.5% | +14.7% |
| 3M | +1.3% | +35.8% | -34.5% | -0.4% |
| 6M | +29.3% | +10.3% | +19.0% | +28.4% |
| YTD | +33.0% | +27.2% | +5.8% | +30.9% |
| 1Y | +59.8% | +19.1% | +40.7% | +57.8% |
| 3Y | +177.2% | +103.7% | +73.4% | +150.5% |
| 5Y | +118.4% | -50.0% | +168.3% | +105.5% |
| 10Y | +121.4% | +471.4% | -350.0% | +3.9% |
| All | +121.4% | +484.8% | -363.4% | +3.9% |
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