+877.2%
DECK vs GME
+497.1%
+380.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.3% |
| 7D | +5.8% | +3.7% | +2.1% | +5.6% |
| 30D | +7.9% | +2.2% | +5.7% | +7.8% |
| 3M | -11.4% | +30.6% | -42.0% | -12.3% |
| 6M | -16.6% | -0.2% | -16.4% | -16.6% |
| YTD | -16.4% | +25.1% | -41.5% | -17.1% |
| 1Y | +8.6% | +17.7% | -9.0% | +7.8% |
| 3Y | -15.1% | +85.7% | -100.8% | -19.5% |
| 5Y | +22.9% | -52.9% | +75.8% | +18.4% |
| All | +877.2% | +497.1% | +380.1% | +444.6% |
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