+477.9%
DIS vs GME
+1,082.6%
-604.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -2.6% | +7.2% | -9.8% | -3.0% |
| 30D | +3.5% | +0.8% | +2.7% | +3.4% |
| 3M | +6.8% | -14.0% | +20.8% | +7.7% |
| 6M | +3.0% | -19.7% | +22.7% | +4.2% |
| YTD | -6.7% | -4.6% | -2.1% | -6.7% |
| 1Y | -10.1% | -14.3% | +4.3% | -9.6% |
| 3Y | +33.0% | +4.0% | +29.0% | +21.6% |
| 5Y | -40.0% | -62.2% | +22.2% | -43.7% |
| 10Y | +21.1% | +241.4% | -220.3% | -47.5% |
| All | +477.9% | +1,082.6% | -604.7% | +61.2% |
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