+7.2%
DECK vs GME
+10.0%
-2.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | -0.7% |
| 7D | +6.0% | +0.7% | +5.3% | +5.9% |
| 30D | +7.4% | -2.4% | +9.8% | +8.1% |
| 3M | -11.7% | +27.1% | -38.8% | -15.7% |
| 6M | -11.0% | -0.2% | -10.7% | -10.1% |
| YTD | -15.4% | +20.4% | -35.7% | -20.7% |
| 1Y | +7.2% | +9.8% | -2.6% | +2.7% |
| All | +7.2% | +10.0% | -2.7% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling