+569.8%
DELL vs GME
-49.3%
+619.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.1% | -7.2% |
| 7D | +4.9% | +2.9% | +2.0% | +4.7% |
| 30D | -32.1% | -4.8% | -27.3% | -31.9% |
| 3M | -30.2% | +39.2% | -69.4% | -31.6% |
| 6M | +41.7% | +17.1% | +24.6% | +40.0% |
| YTD | +176.6% | +28.7% | +147.8% | +171.7% |
| 1Y | +159.9% | +23.3% | +136.6% | +155.9% |
| 3Y | +388.0% | +112.9% | +275.0% | +317.1% |
| All | +569.8% | -49.3% | +619.1% | +514.1% |
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