-98.2%
DFNS vs GME
-21.1%
-77.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.3% | -9.9% | -4.0% |
| 7D | +4.6% | +4.8% | -0.2% | +5.2% |
| 30D | -73.9% | +5.9% | -79.7% | -73.7% |
| 3M | -71.7% | -10.7% | -61.0% | -70.5% |
| 6M | -94.6% | -19.8% | -74.8% | -93.9% |
| YTD | -98.1% | -0.9% | -97.1% | -98.3% |
| All | -98.2% | -21.1% | -77.1% | -97.9% |
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 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