-38.7%
DOCS vs GME
-54.6%
+15.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -2.6% |
| 7D | -0.8% | +3.7% | -4.4% | -1.3% |
| 30D | +17.4% | +2.2% | +15.2% | +17.0% |
| 3M | +57.4% | +30.6% | +26.7% | +51.3% |
| 6M | +26.5% | -0.2% | +26.7% | +26.2% |
| YTD | -26.6% | +25.1% | -51.7% | -29.3% |
| 1Y | -48.1% | +17.7% | -65.7% | -49.6% |
| 3Y | +52.6% | +85.7% | -33.0% | +3.9% |
| 5Y | -52.1% | -52.9% | +0.8% | -60.6% |
| All | -38.7% | -54.6% | +15.9% | -50.5% |
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