+9.0%
DVN vs GME
+14.2%
-5.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +2.1% |
| 7D | +2.5% | +6.0% | -3.5% | +2.4% |
| 30D | +10.2% | +8.3% | +1.8% | +10.0% |
| 3M | +8.1% | -9.1% | +17.2% | +8.3% |
| 6M | +15.9% | -16.3% | +32.2% | +16.2% |
| YTD | +38.2% | +1.5% | +36.7% | +37.9% |
| 1Y | +44.5% | -16.3% | +60.8% | +44.8% |
| All | +9.0% | +14.2% | -5.2% | +12.2% |
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