+1,568.8%
DRI vs GME
+1,082.6%
+486.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +0.6% | +7.2% | -6.6% | +0.1% |
| 30D | +3.8% | +0.8% | +3.1% | +3.8% |
| 3M | +13.0% | -14.0% | +27.0% | +14.0% |
| 6M | +8.3% | -19.7% | +28.0% | +9.6% |
| YTD | +20.6% | -4.6% | +25.2% | +20.5% |
| 1Y | +6.5% | -14.3% | +20.8% | +7.0% |
| 3Y | +53.7% | +4.0% | +49.7% | +39.0% |
| 5Y | +72.7% | -62.2% | +134.9% | +60.6% |
| 10Y | +363.2% | +241.4% | +121.8% | +79.3% |
| All | +1,568.8% | +1,082.6% | +486.2% | +443.5% |
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