-37.1%
DOCS vs GME
-53.2%
+16.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +2.6% | +2.9% | -0.4% | +2.1% |
| 30D | +11.4% | -4.8% | +16.2% | +12.2% |
| 3M | +25.4% | +39.2% | -13.8% | +19.5% |
| 6M | +42.5% | +17.1% | +25.5% | +39.0% |
| YTD | -24.7% | +28.7% | -53.4% | -27.8% |
| 1Y | -32.9% | +23.3% | -56.3% | -35.3% |
| 3Y | +39.6% | +112.9% | -73.3% | -8.2% |
| 5Y | -54.6% | -48.8% | -5.8% | -63.2% |
| All | -37.1% | -53.2% | +16.2% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling