+31.0%
DIS vs GME
+470.0%
-438.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +0.9% | +6.0% | -5.1% | +0.7% |
| 30D | +8.9% | -5.9% | +14.8% | +9.1% |
| 3M | +14.5% | +38.2% | -23.6% | +13.5% |
| 6M | +12.2% | +14.5% | -2.3% | +11.7% |
| YTD | +4.7% | +27.6% | -22.9% | +3.9% |
| 1Y | +2.8% | +19.9% | -17.1% | +2.1% |
| 3Y | +38.1% | +104.3% | -66.2% | +30.7% |
| 5Y | -23.6% | -49.3% | +25.7% | -26.4% |
| All | +31.0% | +470.0% | -438.9% | -18.1% |
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