+55.3%
DLR vs GME
+104.4%
-49.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -2.0% | +1.6% | -3.7% | -2.1% |
| 30D | +0.5% | -6.2% | +6.7% | +0.7% |
| 3M | -4.4% | +35.8% | -40.2% | -5.4% |
| 6M | -6.4% | +10.3% | -16.7% | -6.8% |
| YTD | +19.5% | +27.2% | -7.8% | +18.3% |
| 1Y | +10.5% | +19.1% | -8.6% | +9.6% |
| All | +55.3% | +104.4% | -49.1% | +43.1% |
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 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