+95.3%
DOCU vs GME
+720.7%
-625.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.9% |
| 7D | -5.5% | +3.7% | -9.2% | -5.7% |
| 30D | +12.6% | +2.2% | +10.4% | +12.5% |
| 3M | +36.4% | +30.6% | +5.8% | +34.4% |
| 6M | +66.8% | -0.2% | +67.0% | +66.5% |
| YTD | +13.5% | +25.1% | -11.6% | +11.9% |
| 1Y | +11.3% | +17.7% | -6.4% | +10.0% |
| 3Y | +92.1% | +85.7% | +6.4% | +75.9% |
| 5Y | -71.0% | -52.9% | -18.1% | -72.6% |
| All | +95.3% | +720.7% | -625.3% | +28.1% |
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 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