+76.5%
DE vs GME
+14.2%
+62.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | 0.0% |
| 7D | -2.4% | +6.0% | -8.4% | -2.5% |
| 30D | +9.7% | +8.3% | +1.4% | +9.4% |
| 3M | +21.4% | -9.1% | +30.4% | +21.6% |
| 6M | +15.0% | -16.3% | +31.3% | +15.5% |
| YTD | +46.4% | +1.5% | +44.9% | +46.0% |
| 1Y | +45.6% | -16.3% | +62.0% | +46.1% |
| All | +76.5% | +14.2% | +62.2% | +76.3% |
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