+59.1%
DAL vs GME
+17.4%
+41.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | +10.7% | +4.8% | +5.9% | +10.2% |
| 30D | +12.5% | -4.3% | +16.8% | +12.9% |
| 3M | +3.6% | +35.3% | -31.7% | +0.2% |
| 6M | +26.7% | +4.7% | +22.0% | +27.2% |
| YTD | +34.3% | +26.6% | +7.6% | +28.4% |
| 1Y | +59.1% | +18.3% | +40.8% | +49.4% |
| All | +59.1% | +17.4% | +41.8% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling