-4.5%
DASH vs GME
+635.3%
-639.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -4.8% | +5.8% | -10.6% | -5.1% |
| 30D | -7.9% | -3.7% | -4.3% | -7.6% |
| 3M | -16.3% | +33.6% | -49.9% | -18.0% |
| 6M | +10.4% | +5.4% | +5.0% | +9.8% |
| YTD | -20.1% | +27.4% | -47.5% | -21.5% |
| 1Y | -11.4% | +19.0% | -30.5% | -12.7% |
| 3Y | +114.1% | +101.5% | +12.6% | +87.1% |
| 5Y | -5.8% | -50.5% | +44.7% | -13.3% |
| All | -4.5% | +635.3% | -639.9% | -31.5% |
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