-36.8%
DG vs GME
-58.0%
+21.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -4.0% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | +1.0% | -1.4% | +2.4% | +1.0% |
| 3M | +20.3% | -15.1% | +35.5% | +20.5% |
| 6M | -11.7% | -22.5% | +10.7% | -11.5% |
| YTD | -2.3% | -5.9% | +3.6% | -2.3% |
| 1Y | +20.0% | -18.6% | +38.7% | +20.2% |
| 3Y | +7.2% | +6.7% | +0.6% | +2.4% |
| All | -36.8% | -58.0% | +21.2% | -38.8% |
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