+475.0%
DINO vs GME
+285.6%
+189.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | 0.0% |
| 7D | +2.3% | +10.4% | -8.1% | +1.9% |
| 30D | +22.6% | +14.1% | +8.6% | +22.0% |
| 3M | +55.2% | -4.6% | +59.9% | +55.4% |
| 6M | +93.8% | -13.5% | +107.3% | +94.5% |
| YTD | +139.5% | +5.3% | +134.2% | +138.5% |
| 1Y | +115.3% | -14.9% | +130.2% | +116.0% |
| 3Y | +98.8% | +24.3% | +74.5% | +88.1% |
| 5Y | +333.5% | -55.6% | +389.1% | +315.7% |
| All | +475.0% | +285.6% | +189.3% | +263.7% |
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