+55.8%
DOCS vs GME
+72.8%
-17.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -4.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +19.4% | -2.4% | +21.8% | +19.6% |
| 3M | +53.4% | +27.1% | +26.3% | +51.5% |
| 6M | +28.8% | -0.2% | +29.0% | +28.6% |
| YTD | -25.1% | +20.4% | -45.4% | -25.8% |
| 1Y | -48.1% | +9.8% | -58.0% | -48.5% |
| All | +55.8% | +72.8% | -17.0% | +48.2% |
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