+186.6%
DLR vs GME
+470.0%
-283.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +5.0% | +6.0% | -1.0% | +4.9% |
| 30D | +3.0% | -5.9% | +8.9% | +3.1% |
| 3M | -6.3% | +38.2% | -44.4% | -7.1% |
| 6M | -4.8% | +14.5% | -19.3% | -5.2% |
| YTD | +21.0% | +27.6% | -6.6% | +20.1% |
| 1Y | +15.1% | +19.9% | -4.8% | +14.4% |
| 3Y | +56.0% | +104.3% | -48.3% | +48.6% |
| 5Y | +39.1% | -49.3% | +88.4% | +34.6% |
| All | +186.6% | +470.0% | -283.3% | +121.1% |
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