-14.1%
DECK vs GME
+72.8%
-86.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | -1.3% |
| 7D | +6.0% | +0.7% | +5.3% | +6.0% |
| 30D | +7.4% | -2.4% | +9.8% | +7.6% |
| 3M | -11.7% | +27.1% | -38.8% | -13.0% |
| 6M | -11.0% | -0.2% | -10.7% | -11.1% |
| YTD | -15.4% | +20.4% | -35.7% | -16.5% |
| 1Y | +7.2% | +9.8% | -2.6% | +6.4% |
| All | -14.1% | +72.8% | -86.9% | -19.6% |
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 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