-9.5%
DASH vs GME
+642.8%
-652.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -4.5% | +2.9% | -7.4% | -4.7% |
| 30D | -6.8% | -4.8% | -2.0% | -6.5% |
| 3M | -20.7% | +39.2% | -59.9% | -22.5% |
| 6M | +15.1% | +17.1% | -2.0% | +13.7% |
| YTD | -24.3% | +28.7% | -53.0% | -25.7% |
| 1Y | -12.1% | +23.3% | -35.5% | -13.6% |
| 3Y | +91.1% | +112.9% | -21.9% | +66.4% |
| 5Y | -30.3% | -48.8% | +18.6% | -35.9% |
| All | -9.5% | +642.8% | -652.3% | -35.1% |
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 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