+67.7%
DRI vs GME
+98.5%
-30.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +4.2% | +4.8% | -0.6% | +4.2% |
| 30D | +15.7% | -4.3% | +19.9% | +15.7% |
| 3M | +5.8% | +35.3% | -29.6% | +5.3% |
| 6M | +18.4% | +4.7% | +13.7% | +18.3% |
| YTD | +28.2% | +26.6% | +1.6% | +27.6% |
| 1Y | +35.9% | +18.3% | +17.6% | +35.4% |
| 3Y | +67.7% | +102.8% | -35.0% | +66.0% |
| All | +67.7% | +98.5% | -30.8% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling