+39.7%
DLR vs GME
-48.9%
+88.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | -4.4% | +35.8% | -40.2% | -5.9% |
| 6M | -6.4% | +10.3% | -16.7% | -7.0% |
| YTD | +19.5% | +27.2% | -7.8% | +17.7% |
| 1Y | +10.5% | +19.1% | -8.6% | +9.2% |
| 3Y | +54.0% | +103.7% | -49.7% | +36.2% |
| 5Y | +39.7% | -50.0% | +89.7% | +31.7% |
| All | +39.7% | -48.9% | +88.6% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling