-7.0%
DASH vs GME
-52.7%
+45.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.1% | -0.7% |
| 7D | +0.4% | +3.7% | -3.3% | -0.1% |
| 30D | -6.0% | +2.2% | -8.2% | -6.3% |
| 3M | -15.8% | +30.6% | -46.4% | -19.3% |
| 6M | +7.0% | -0.2% | +7.2% | +6.5% |
| YTD | -20.7% | +25.1% | -45.8% | -23.8% |
| 1Y | -8.5% | +17.7% | -26.2% | -11.4% |
| 3Y | +101.8% | +85.7% | +16.1% | +25.5% |
| All | -7.0% | -52.7% | +45.7% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling