+404.6%
DHI vs GME
+285.6%
+119.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.6% |
| 7D | -3.4% | +10.4% | -13.8% | -3.7% |
| 30D | -5.4% | +14.1% | -19.5% | -5.9% |
| 3M | -10.4% | -4.6% | -5.8% | -10.4% |
| 6M | -2.8% | -13.5% | +10.8% | -2.4% |
| YTD | -3.4% | +5.3% | -8.7% | -3.8% |
| 1Y | -22.9% | -14.9% | -8.0% | -22.7% |
| 3Y | +20.7% | +24.3% | -3.6% | +14.5% |
| 5Y | +62.1% | -55.6% | +117.7% | +55.7% |
| All | +404.6% | +285.6% | +119.0% | +240.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling