+115.6%
DT vs GME
+1,928.9%
-1,813.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.5% |
| 7D | -2.5% | +6.0% | -8.6% | -2.7% |
| 30D | +3.5% | +8.3% | -4.8% | +3.3% |
| 3M | +26.7% | -9.1% | +35.8% | +27.0% |
| 6M | +36.1% | -16.3% | +52.5% | +36.7% |
| YTD | +18.6% | +1.5% | +17.1% | +18.5% |
| 1Y | +7.9% | -16.3% | +24.2% | +8.3% |
| 3Y | +8.6% | +15.1% | -6.6% | +4.3% |
| 5Y | -26.7% | -57.2% | +30.5% | -29.1% |
| All | +115.6% | +1,928.9% | -1,813.3% | +30.5% |
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 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