+98.6%
DASH vs GME
+103.4%
-4.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.8% | +4.8% | -7.5% | -2.9% |
| 30D | -9.3% | -4.3% | -5.0% | -9.1% |
| 3M | -15.1% | +35.3% | -50.4% | -16.1% |
| 6M | +8.7% | +4.7% | +4.0% | +8.4% |
| YTD | -21.3% | +26.6% | -47.9% | -22.0% |
| 1Y | -12.7% | +18.3% | -31.0% | -13.3% |
| All | +98.6% | +103.4% | -4.9% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling