-10.3%
DIS vs GME
-16.6%
+6.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | +0.1% | -1.4% | +1.6% | +0.2% |
| 3M | +7.1% | -15.1% | +22.2% | +7.9% |
| 6M | +4.3% | -22.5% | +26.7% | +5.7% |
| YTD | -6.9% | -5.9% | -1.0% | -6.2% |
| 1Y | -10.3% | -18.6% | +8.3% | -9.7% |
| All | -10.3% | -16.6% | +6.3% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling