-100.0%
DFNS vs GME
+2,430.3%
-2,530.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.6% | +13.4% | +12.8% |
| 7D | -37.0% | +4.8% | -41.7% | -37.0% |
| 30D | -63.4% | -4.3% | -59.1% | -63.4% |
| 3M | -94.1% | +35.3% | -129.4% | -94.1% |
| 6M | -96.3% | +4.7% | -101.1% | -96.3% |
| YTD | -99.6% | +26.6% | -126.2% | -99.6% |
| 1Y | -99.7% | +18.3% | -118.0% | -99.7% |
| 3Y | -100.0% | +102.8% | -202.8% | -100.0% |
| 5Y | -100.0% | -48.9% | -51.0% | -100.0% |
| All | -100.0% | +2,430.3% | -2,530.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling