+3,455.1%
DLR vs GME
+1,447.3%
+2,007.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | +3.3% | +2.9% | +0.4% | +3.2% |
| 30D | +4.6% | -4.8% | +9.4% | +4.9% |
| 3M | -8.3% | +39.2% | -47.5% | -10.1% |
| 6M | -5.6% | +17.1% | -22.7% | -6.7% |
| YTD | +18.7% | +28.7% | -10.0% | +16.5% |
| 1Y | +17.1% | +23.3% | -6.2% | +15.2% |
| 3Y | +54.4% | +112.9% | -58.6% | +36.4% |
| 5Y | +36.5% | -48.8% | +85.3% | +26.4% |
| 10Y | +187.7% | +478.2% | -290.5% | +26.0% |
| All | +3,455.1% | +1,447.3% | +2,007.8% | +1,136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling