-76.5%
DOCU vs GME
-62.8%
-13.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +6.9% | +7.2% | -0.3% | +5.7% |
| 30D | +19.0% | +0.8% | +18.2% | +18.8% |
| 3M | +34.3% | -14.0% | +48.3% | +37.2% |
| 6M | +48.0% | -19.7% | +67.7% | +52.3% |
| YTD | 0.0% | -4.6% | +4.6% | +0.2% |
| 1Y | -10.3% | -14.3% | +4.1% | -8.9% |
| 3Y | +32.4% | +4.0% | +28.4% | -0.5% |
| All | -76.5% | -62.8% | -13.7% | -80.1% |
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