-99.9%
DFNS vs GME
+1,928.9%
-2,028.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.5% |
| 7D | -3.3% | +6.0% | -9.4% | -3.5% |
| 30D | -73.1% | +8.3% | -81.4% | -73.1% |
| 3M | -71.4% | -9.1% | -62.3% | -71.3% |
| 6M | -93.8% | -16.3% | -77.5% | -93.8% |
| YTD | -98.0% | +1.5% | -99.6% | -98.0% |
| 1Y | -98.2% | -16.3% | -81.8% | -98.2% |
| 3Y | -99.9% | +15.1% | -115.0% | -99.9% |
| 5Y | -99.9% | -57.2% | -42.7% | -99.9% |
| All | -99.9% | +1,928.9% | -2,028.7% | -99.9% |
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