+388.0%
DELL vs GME
+106.8%
+281.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.1% | -7.2% |
| 7D | +4.9% | +2.9% | +2.0% | +4.8% |
| 30D | -32.1% | -4.8% | -27.3% | -32.0% |
| 3M | -30.2% | +39.2% | -69.4% | -30.9% |
| 6M | +41.7% | +17.1% | +24.6% | +40.9% |
| YTD | +176.6% | +28.7% | +147.8% | +174.3% |
| 1Y | +159.9% | +23.3% | +136.6% | +158.0% |
| 3Y | +388.0% | +112.9% | +275.0% | +370.4% |
| All | +388.0% | +106.8% | +281.2% | +370.4% |
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