+34,224.0%
DECK vs GME
+1,082.6%
+33,141.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.6% |
| 7D | -2.2% | +7.2% | -9.4% | -2.8% |
| 30D | -13.6% | +0.8% | -14.4% | -13.7% |
| 3M | -21.2% | -14.0% | -7.3% | -20.4% |
| 6M | -21.1% | -19.7% | -1.4% | -19.9% |
| YTD | -17.2% | -4.6% | -12.6% | -17.2% |
| 1Y | -30.7% | -14.3% | -16.4% | -30.2% |
| 3Y | -3.4% | +4.0% | -7.4% | -12.4% |
| 5Y | +25.5% | -62.2% | +87.7% | +17.7% |
| 10Y | +714.7% | +241.4% | +473.3% | +199.3% |
| All | +34,224.0% | +1,082.6% | +33,141.4% | +9,677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling