-3.4%
DT vs GME
+19.4%
-22.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +2.7% | +6.0% | -3.3% | +1.7% |
| 30D | -30.4% | -5.9% | -24.5% | -29.6% |
| 3M | -9.4% | +38.2% | -47.6% | -13.4% |
| 6M | +14.5% | +14.5% | 0.0% | +12.5% |
| YTD | +3.6% | +27.6% | -24.0% | +1.0% |
| 1Y | -3.4% | +19.9% | -23.4% | -6.6% |
| All | -3.4% | +19.4% | -22.8% | -6.6% |
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