+173.8%
DAL vs GME
+79.6%
+94.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.8% | +2.0% |
| 7D | +8.8% | +3.7% | +5.1% | +8.6% |
| 30D | +5.4% | +2.2% | +3.2% | +5.3% |
| 3M | -4.9% | +30.6% | -35.6% | -6.2% |
| 6M | +19.8% | -0.2% | +20.0% | +19.7% |
| YTD | +27.0% | +25.1% | +1.9% | +25.3% |
| 1Y | +52.5% | +17.7% | +34.8% | +50.8% |
| 3Y | +173.8% | +85.7% | +88.2% | +157.1% |
| All | +173.8% | +79.6% | +94.3% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling