+179.0%
DAL vs GME
+103.4%
+75.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | +10.7% | +4.8% | +5.9% | +10.5% |
| 30D | +12.5% | -4.3% | +16.8% | +12.8% |
| 3M | +3.6% | +35.3% | -31.7% | +2.1% |
| 6M | +26.7% | +4.7% | +22.0% | +26.3% |
| YTD | +34.3% | +26.6% | +7.6% | +32.4% |
| 1Y | +59.1% | +18.3% | +40.8% | +57.4% |
| All | +179.0% | +103.4% | +75.5% | +159.0% |
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