+471.4%
GME vs DAR
+290.1%
+181.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -1.2% |
| 7D | +1.6% | +3.6% | -2.0% | +0.4% |
| 30D | -6.2% | -11.3% | +5.1% | -2.6% |
| 3M | +35.8% | -13.1% | +48.9% | +41.1% |
| 6M | +10.3% | -15.1% | +25.4% | +14.9% |
| YTD | +27.2% | +50.5% | -23.3% | +7.9% |
| 1Y | +19.1% | +57.9% | -38.8% | -1.0% |
| 3Y | +103.7% | +28.9% | +74.8% | +73.8% |
| 5Y | -50.0% | -31.4% | -18.5% | -46.5% |
| 10Y | +471.4% | +301.0% | +170.4% | +152.8% |
| All | +471.4% | +290.1% | +181.4% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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