+678.3%
DELL vs GME
+11.4%
+666.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.3% | -5.0% | +0.1% |
| 7D | +8.7% | +4.8% | +3.9% | +8.6% |
| 30D | +16.9% | +5.9% | +11.0% | +16.7% |
| 3M | +40.4% | -10.7% | +51.2% | +40.8% |
| 6M | +267.1% | -19.8% | +286.9% | +269.3% |
| YTD | +329.1% | -0.9% | +330.0% | +328.9% |
| 1Y | +346.9% | -15.7% | +362.6% | +348.8% |
| All | +678.3% | +11.4% | +666.9% | +668.8% |
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