-17.2%
DASH vs GME
+15.0%
-32.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +7.4% |
| 7D | +17.2% | +7.8% | +9.4% | +15.0% |
| 30D | +3.6% | -0.4% | +4.0% | +3.7% |
| 3M | -1.9% | +30.9% | -32.7% | -8.9% |
| 6M | +15.1% | +5.5% | +9.6% | +13.9% |
| YTD | -12.3% | +25.2% | -37.5% | -19.9% |
| 1Y | -17.2% | +14.4% | -31.6% | -22.1% |
| All | -17.2% | +15.0% | -32.2% | -22.1% |
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 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