+4,770.1%
DELL vs GME
+209.5%
+4,560.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.9% |
| 7D | +25.6% | +0.4% | +25.2% | +25.6% |
| 30D | +17.7% | -1.4% | +19.1% | +17.7% |
| 3M | +33.4% | -15.1% | +48.6% | +33.9% |
| 6M | +266.2% | -22.5% | +288.7% | +268.4% |
| YTD | +328.0% | -5.9% | +333.9% | +328.2% |
| 1Y | +339.6% | -18.6% | +358.2% | +341.5% |
| 3Y | +694.6% | +6.7% | +687.9% | +668.5% |
| 5Y | +1,122.0% | -62.0% | +1,184.0% | +1,091.2% |
| 10Y | +4,062.5% | +239.5% | +3,823.0% | +2,655.0% |
| All | +4,770.1% | +209.5% | +4,560.6% | +3,152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling