+1,145.9%
DELL vs GME
-56.3%
+1,202.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.7% | +8.2% | +11.8% |
| 7D | +8.2% | +10.4% | -2.2% | +7.6% |
| 30D | +17.1% | +14.1% | +3.0% | +16.2% |
| 3M | +45.2% | -4.6% | +49.8% | +45.4% |
| 6M | +286.8% | -13.5% | +300.3% | +289.2% |
| YTD | +354.8% | +5.3% | +349.5% | +352.4% |
| 1Y | +358.3% | -14.9% | +373.1% | +361.3% |
| 3Y | +724.9% | +24.3% | +700.6% | +640.3% |
| All | +1,145.9% | -56.3% | +1,202.3% | +1,067.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling