+4.9%
DG vs GME
+11.4%
-6.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -7.9% | -2.5% |
| 7D | -4.8% | +4.8% | -9.7% | -4.8% |
| 30D | +1.8% | +5.9% | -4.1% | +1.8% |
| 3M | +14.5% | -10.7% | +25.2% | +14.4% |
| 6M | -13.6% | -19.8% | +6.2% | -13.7% |
| YTD | -4.8% | -0.9% | -3.9% | -4.8% |
| 1Y | +21.6% | -15.7% | +37.3% | +21.4% |
| All | +4.9% | +11.4% | -6.5% | +0.2% |
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