-5.7%
DT vs GME
+15.0%
-20.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.1% |
| 7D | -25.5% | +7.8% | -33.3% | -26.5% |
| 30D | -22.3% | -0.4% | -21.9% | -22.1% |
| 3M | +2.3% | +30.9% | -28.5% | -1.7% |
| 6M | +20.7% | +5.5% | +15.3% | +19.7% |
| YTD | +7.9% | +25.2% | -17.3% | +4.6% |
| 1Y | -5.7% | +14.4% | -20.1% | -9.5% |
| All | -5.7% | +15.0% | -20.7% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling