-73.2%
DOCS vs GME
-62.8%
-10.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -1.4% | +7.2% | -8.6% | -2.4% |
| 30D | +21.8% | +0.8% | +21.0% | +21.6% |
| 3M | +27.3% | -14.0% | +41.3% | +29.7% |
| 6M | -0.3% | -19.7% | +19.4% | +2.4% |
| YTD | -40.5% | -4.6% | -35.9% | -40.4% |
| 1Y | -61.5% | -14.3% | -47.2% | -61.0% |
| 3Y | +8.2% | +4.0% | +4.2% | -17.1% |
| All | -73.2% | -62.8% | -10.3% | -78.2% |
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 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