+851.5%
DE vs GME
+285.6%
+565.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | -0.4% |
| 7D | -2.6% | +10.4% | -13.0% | -2.8% |
| 30D | +9.0% | +14.1% | -5.0% | +8.6% |
| 3M | +19.1% | -4.6% | +23.8% | +19.2% |
| 6M | +14.4% | -13.5% | +27.9% | +14.7% |
| YTD | +45.9% | +5.3% | +40.6% | +45.5% |
| 1Y | +43.6% | -14.9% | +58.5% | +43.9% |
| 3Y | +75.9% | +24.3% | +51.6% | +68.8% |
| 5Y | +98.8% | -55.6% | +154.3% | +92.6% |
| All | +851.5% | +285.6% | +565.9% | +520.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling