-51.1%
DOCS vs GME
-56.2%
+5.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -3.8% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +19.4% | -2.4% | +21.8% | +19.8% |
| 3M | +53.4% | +27.1% | +26.3% | +48.2% |
| 6M | +28.8% | -0.2% | +29.0% | +28.4% |
| YTD | -25.1% | +20.4% | -45.4% | -27.4% |
| 1Y | -48.1% | +9.8% | -58.0% | -49.1% |
| 3Y | +51.4% | +74.3% | -22.9% | +4.6% |
| 5Y | -51.1% | -54.7% | +3.6% | -61.1% |
| All | -51.1% | -56.2% | +5.1% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling