-5.2%
DASH vs GME
+621.8%
-627.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.1% | -0.4% |
| 7D | +0.4% | +3.7% | -3.3% | +0.2% |
| 30D | -6.0% | +2.2% | -8.2% | -6.1% |
| 3M | -15.8% | +30.6% | -46.4% | -17.3% |
| 6M | +7.0% | -0.2% | +7.2% | +6.8% |
| YTD | -20.7% | +25.1% | -45.8% | -22.0% |
| 1Y | -8.5% | +17.7% | -26.2% | -9.8% |
| 3Y | +101.8% | +85.7% | +16.1% | +77.5% |
| 5Y | -9.6% | -52.9% | +43.3% | -16.7% |
| All | -5.2% | +621.8% | -627.0% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling