+8.9%
DOCS vs GME
+3.8%
+5.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -1.4% | +7.2% | -8.6% | -1.8% |
| 30D | +21.8% | +0.8% | +21.0% | +21.8% |
| 3M | +27.3% | -14.0% | +41.3% | +28.2% |
| 6M | -0.3% | -19.7% | +19.4% | +0.7% |
| YTD | -40.5% | -4.6% | -35.9% | -40.4% |
| 1Y | -61.5% | -14.3% | -47.2% | -61.3% |
| All | +8.9% | +3.8% | +5.1% | +7.6% |
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