+24.8%
DG vs GME
+104.4%
-79.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.0% | +1.6% | -4.6% | -3.0% |
| 30D | +8.6% | -6.2% | +14.8% | +8.6% |
| 3M | +15.0% | +35.8% | -20.7% | +15.3% |
| 6M | +32.7% | +10.3% | +22.4% | +32.7% |
| YTD | +5.5% | +27.2% | -21.7% | +5.8% |
| 1Y | +34.6% | +19.1% | +15.5% | +34.8% |
| All | +24.8% | +104.4% | -79.6% | +19.7% |
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