+143.3%
DELL vs GME
+15.0%
+128.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.6% | -12.4% | -8.8% |
| 7D | -24.6% | +7.8% | -32.3% | -24.7% |
| 30D | -32.5% | -0.4% | -32.1% | -32.3% |
| 3M | -20.2% | +30.9% | -51.1% | -21.9% |
| 6M | +76.5% | +5.5% | +71.0% | +80.1% |
| YTD | +198.9% | +25.2% | +173.7% | +186.5% |
| 1Y | +143.3% | +14.4% | +129.0% | +135.0% |
| All | +143.3% | +15.0% | +128.4% | +135.0% |
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