-5.9%
DASH vs GME
+634.2%
-640.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -10.2% | +1.6% | -11.9% | -10.3% |
| 30D | -8.2% | -6.2% | -2.1% | -7.8% |
| 3M | -15.9% | +35.8% | -51.7% | -17.7% |
| 6M | +13.3% | +10.3% | +3.0% | +12.4% |
| YTD | -21.3% | +27.2% | -48.5% | -22.7% |
| 1Y | -11.1% | +19.1% | -30.3% | -12.4% |
| 3Y | +103.8% | +103.7% | 0.0% | +78.0% |
| 5Y | -21.6% | -50.0% | +28.4% | -27.9% |
| All | -5.9% | +634.2% | -640.1% | -32.5% |
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