-100.0%
DFNS vs GME
+106.8%
-206.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.6% |
| 7D | -6.0% | +2.9% | -8.9% | -6.3% |
| 30D | -71.2% | -4.8% | -66.4% | -71.0% |
| 3M | -94.5% | +39.2% | -133.7% | -94.7% |
| 6M | -96.5% | +17.1% | -113.6% | -96.6% |
| YTD | -99.6% | +28.7% | -128.4% | -99.6% |
| 1Y | -99.7% | +23.3% | -123.0% | -99.7% |
| 3Y | -100.0% | +112.9% | -212.9% | -100.0% |
| All | -100.0% | +106.8% | -206.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling