+98.6%
DOCU vs GME
+689.6%
-591.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.8% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | +15.7% | -2.4% | +18.1% | +15.8% |
| 3M | +37.3% | +27.1% | +10.1% | +35.5% |
| 6M | +63.1% | -0.2% | +63.4% | +62.9% |
| YTD | +15.4% | +20.4% | -5.0% | +14.0% |
| 1Y | +11.3% | +9.8% | +1.5% | +10.5% |
| 3Y | +92.1% | +74.3% | +17.8% | +76.5% |
| 5Y | -70.5% | -54.7% | -15.8% | -72.1% |
| All | +98.6% | +689.6% | -591.0% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling