+7.4%
DASH vs GME
-62.8%
+70.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.6% |
| 7D | -10.6% | +7.2% | -17.8% | -11.6% |
| 30D | +2.2% | +0.8% | +1.4% | +2.0% |
| 3M | +32.3% | -14.0% | +46.2% | +35.1% |
| 6M | +19.1% | -19.7% | +38.8% | +22.7% |
| YTD | -6.5% | -4.6% | -1.9% | -6.3% |
| 1Y | -14.9% | -14.3% | -0.5% | -13.3% |
| 3Y | +151.9% | +4.0% | +147.9% | +81.3% |
| All | +7.4% | -62.8% | +70.3% | -14.5% |
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 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