+101.7%
DOCU vs GME
+734.7%
-633.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.2% |
| 7D | -0.4% | +1.6% | -2.1% | -0.5% |
| 30D | +12.9% | -6.2% | +19.1% | +13.3% |
| 3M | +35.1% | +35.8% | -0.7% | +32.8% |
| 6M | +76.2% | +10.3% | +65.9% | +75.0% |
| YTD | +17.2% | +27.2% | -10.1% | +15.4% |
| 1Y | +16.4% | +19.1% | -2.7% | +15.0% |
| 3Y | +95.6% | +103.7% | -8.2% | +78.3% |
| 5Y | -68.5% | -50.0% | -18.5% | -70.3% |
| All | +101.7% | +734.7% | -633.0% | +32.2% |
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 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