+203.9%
DOCN vs GME
+79.6%
+124.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +2.1% |
| 7D | -19.2% | +3.7% | -22.8% | -19.4% |
| 30D | -43.1% | +2.2% | -45.3% | -43.2% |
| 3M | -40.7% | +30.6% | -71.3% | -42.3% |
| 6M | -55.0% | -0.2% | -54.8% | -55.1% |
| YTD | +50.6% | +25.1% | +25.5% | +47.0% |
| 1Y | +54.0% | +17.7% | +36.3% | +50.9% |
| 3Y | +203.9% | +85.7% | +118.2% | +163.9% |
| All | +203.9% | +79.6% | +124.3% | +163.9% |
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 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