-99.6%
DFNS vs GME
+15.0%
-114.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.6% | -21.9% | -17.2% |
| 7D | -27.7% | +7.8% | -35.4% | -25.8% |
| 30D | -58.0% | -0.4% | -57.6% | -57.6% |
| 3M | -94.0% | +30.9% | -124.9% | -93.3% |
| 6M | -94.6% | +5.5% | -100.0% | -93.6% |
| YTD | -99.4% | +25.2% | -124.6% | -99.4% |
| 1Y | -99.6% | +14.4% | -114.0% | -99.6% |
| All | -99.6% | +15.0% | -114.6% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling