-99.9%
DFNS vs GME
-62.6%
-37.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | -73.2% | -1.4% | -71.8% | -73.2% |
| 3M | -72.4% | -15.1% | -57.3% | -72.2% |
| 6M | -95.2% | -22.5% | -72.7% | -95.1% |
| YTD | -98.0% | -5.9% | -92.1% | -98.0% |
| 1Y | -98.3% | -18.6% | -79.6% | -98.2% |
| 3Y | -99.9% | +6.7% | -106.5% | -99.9% |
| 5Y | -99.9% | -62.0% | -37.9% | -99.9% |
| All | -99.9% | -62.6% | -37.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling