+591.6%
DG vs GME
+523.0%
+68.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +0.3% | +2.9% | -2.6% | +0.2% |
| 30D | +3.2% | -4.8% | +8.0% | +3.3% |
| 3M | +10.4% | +39.2% | -28.8% | +9.8% |
| 6M | +33.2% | +17.1% | +16.1% | +32.8% |
| YTD | +3.0% | +28.7% | -25.8% | +2.5% |
| 1Y | +31.2% | +23.3% | +7.9% | +30.7% |
| 3Y | +21.8% | +112.9% | -91.1% | +16.9% |
| 5Y | -35.0% | -48.8% | +13.9% | -36.6% |
| 10Y | +106.0% | +478.2% | -372.1% | +45.9% |
| All | +591.6% | +523.0% | +68.6% | +345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling