+812.2%
DIA vs GME
+1,082.6%
-270.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -0.2% | +7.2% | -7.4% | -0.5% |
| 30D | -1.5% | +0.8% | -2.3% | -1.6% |
| 3M | +3.8% | -14.0% | +17.7% | +4.5% |
| 6M | +10.3% | -19.7% | +30.0% | +11.3% |
| YTD | +12.1% | -4.6% | +16.7% | +12.1% |
| 1Y | +18.6% | -14.3% | +33.0% | +19.2% |
| 3Y | +60.6% | +4.0% | +56.6% | +49.6% |
| 5Y | +64.4% | -62.2% | +126.6% | +56.0% |
| 10Y | +250.1% | +241.4% | +8.7% | +76.3% |
| All | +812.2% | +1,082.6% | -270.4% | +236.4% |
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