+67.3%
DVN vs GME
+285.6%
-218.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.3% |
| 7D | +4.5% | +10.4% | -5.9% | +4.0% |
| 30D | +12.0% | +14.1% | -2.1% | +11.3% |
| 3M | +13.4% | -4.6% | +18.0% | +13.5% |
| 6M | +12.1% | -13.5% | +25.6% | +12.6% |
| YTD | +38.8% | +5.3% | +33.5% | +38.1% |
| 1Y | +46.0% | -14.9% | +60.9% | +46.6% |
| 3Y | +9.5% | +24.3% | -14.8% | +1.8% |
| 5Y | +125.3% | -55.6% | +180.8% | +113.4% |
| All | +67.3% | +285.6% | -218.4% | -24.8% |
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