-28.4%
DT vs GME
-55.8%
+27.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | +0.1% |
| 7D | -0.5% | +4.8% | -5.4% | -0.9% |
| 30D | +0.1% | +5.9% | -5.8% | -0.5% |
| 3M | +24.1% | -10.7% | +34.8% | +25.2% |
| 6M | +30.1% | -19.8% | +49.9% | +32.3% |
| YTD | +16.8% | -0.9% | +17.7% | +16.5% |
| 1Y | -0.1% | -15.7% | +15.6% | +0.9% |
| 3Y | +6.8% | +12.3% | -5.5% | -11.4% |
| 5Y | -28.4% | -60.1% | +31.7% | -36.6% |
| All | -28.4% | -55.8% | +27.5% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling