+9.7%
DLR vs GME
-19.1%
+28.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.0% |
| 7D | -1.3% | +6.0% | -7.3% | -1.3% |
| 30D | -2.9% | +8.3% | -11.2% | -2.9% |
| 3M | +3.2% | -9.1% | +12.3% | +3.4% |
| 6M | +3.9% | -16.3% | +20.2% | +4.5% |
| YTD | +21.4% | +1.5% | +19.9% | +20.6% |
| 1Y | +9.7% | -16.3% | +26.0% | +10.1% |
| All | +9.7% | -19.1% | +28.8% | +10.1% |
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 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