+342.0%
DRI vs GME
+262.6%
+79.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -6.9% | -1.8% |
| 7D | -4.8% | +4.8% | -9.7% | -5.0% |
| 30D | -3.9% | +5.9% | -9.8% | -4.1% |
| 3M | +5.1% | -10.7% | +15.8% | +5.4% |
| 6M | +5.5% | -19.8% | +25.3% | +6.2% |
| YTD | +16.5% | -0.9% | +17.4% | +16.2% |
| 1Y | +2.0% | -15.7% | +17.7% | +2.3% |
| 3Y | +54.5% | +12.3% | +42.2% | +46.6% |
| 5Y | +66.6% | -60.1% | +126.6% | +60.2% |
| All | +342.0% | +262.6% | +79.4% | +119.1% |
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