+58.7%
DLR vs GME
+5.8%
+52.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | +3.4% | +0.4% | +3.0% | +3.4% |
| 30D | -2.2% | -1.4% | -0.8% | -2.2% |
| 3M | +4.7% | -15.1% | +19.9% | +5.3% |
| 6M | +9.0% | -22.5% | +31.5% | +9.9% |
| YTD | +24.1% | -5.9% | +30.1% | +24.2% |
| 1Y | +20.9% | -18.6% | +39.6% | +21.5% |
| All | +58.7% | +5.8% | +52.8% | +49.7% |
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