+43.3%
DIS vs GME
+79.6%
-36.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | +5.2% | +3.7% | +1.6% | +5.2% |
| 30D | +11.5% | +2.2% | +9.3% | +11.4% |
| 3M | +11.5% | +30.6% | -19.1% | +10.9% |
| 6M | +8.9% | -0.2% | +9.1% | +8.8% |
| YTD | +3.4% | +25.1% | -21.7% | +2.9% |
| 1Y | +7.2% | +17.7% | -10.5% | +6.7% |
| 3Y | +43.3% | +85.7% | -42.3% | +39.6% |
| All | +43.3% | +79.6% | -36.2% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling