+4,404.4%
DELL vs GME
+285.6%
+4,118.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.7% | +8.2% | +11.9% |
| 7D | +8.2% | +10.4% | -2.2% | +7.9% |
| 30D | +17.1% | +14.1% | +3.0% | +16.7% |
| 3M | +45.2% | -4.6% | +49.8% | +45.3% |
| 6M | +286.8% | -13.5% | +300.3% | +287.9% |
| YTD | +354.8% | +5.3% | +349.5% | +353.6% |
| 1Y | +358.3% | -14.9% | +373.1% | +359.7% |
| 3Y | +724.9% | +24.3% | +700.6% | +694.6% |
| 5Y | +1,193.7% | -55.6% | +1,249.3% | +1,156.6% |
| All | +4,404.4% | +285.6% | +4,118.8% | +2,857.3% |
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