+17.1%
DLR vs GME
+21.5%
-4.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | +3.3% | +2.9% | +0.4% | +3.3% |
| 30D | +4.6% | -4.8% | +9.4% | +4.5% |
| 3M | -8.3% | +39.2% | -47.5% | -8.0% |
| 6M | -5.6% | +17.1% | -22.7% | -5.3% |
| YTD | +18.7% | +28.7% | -10.0% | +18.7% |
| 1Y | +17.1% | +23.3% | -6.2% | +15.9% |
| All | +17.1% | +21.5% | -4.4% | +15.9% |
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