-13.9%
DT vs GME
+104.4%
-118.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.7% |
| 7D | -5.4% | +1.6% | -7.1% | -5.5% |
| 30D | -32.2% | -6.2% | -26.0% | -32.1% |
| 3M | -10.9% | +35.8% | -46.7% | -11.6% |
| 6M | +10.0% | +10.3% | -0.3% | +9.6% |
| YTD | +2.1% | +27.2% | -25.2% | +1.4% |
| 1Y | -5.5% | +19.1% | -24.6% | -6.0% |
| All | -13.9% | +104.4% | -118.3% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling