+87.8%
DT vs GME
+2,472.1%
-2,384.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | +3.1% | +2.9% | +0.2% | +3.0% |
| 30D | -29.5% | -4.8% | -24.7% | -29.4% |
| 3M | -11.7% | +39.2% | -50.9% | -12.6% |
| 6M | +29.0% | +17.1% | +11.9% | +28.3% |
| YTD | +3.4% | +28.7% | -25.4% | +2.5% |
| 1Y | -4.2% | +23.3% | -27.6% | -5.0% |
| 3Y | -12.8% | +112.9% | -125.8% | -17.7% |
| 5Y | -39.6% | -48.8% | +9.2% | -42.0% |
| All | +87.8% | +2,472.1% | -2,384.3% | +12.9% |
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