-12.7%
DASH vs GME
+17.4%
-30.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -2.8% | +4.8% | -7.5% | -3.7% |
| 30D | -9.3% | -4.3% | -5.0% | -8.6% |
| 3M | -15.1% | +35.3% | -50.4% | -20.8% |
| 6M | +8.7% | +4.7% | +4.0% | +8.6% |
| YTD | -21.3% | +26.6% | -47.9% | -24.2% |
| 1Y | -12.7% | +18.3% | -31.0% | -15.2% |
| All | -12.7% | +17.4% | -30.0% | -15.2% |
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