-32.3%
DG vs GME
-48.9%
+16.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.7% |
| 3M | +15.0% | +35.8% | -20.7% | +14.6% |
| 6M | +32.7% | +10.3% | +22.4% | +32.4% |
| YTD | +5.5% | +27.2% | -21.7% | +5.1% |
| 1Y | +34.6% | +19.1% | +15.5% | +34.2% |
| 3Y | +24.2% | +103.7% | -79.5% | +16.3% |
| 5Y | -32.3% | -50.0% | +17.7% | -35.5% |
| All | -32.3% | -48.9% | +16.6% | -35.5% |
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