+265.3%
GME vs DAR
+364.6%
-99.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.1% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | +5.9% | +7.4% | -1.6% | +3.0% |
| 3M | -10.7% | +15.7% | -26.4% | -15.7% |
| 6M | -19.8% | +30.0% | -49.8% | -27.7% |
| YTD | -0.9% | +87.5% | -88.5% | -21.6% |
| 1Y | -15.7% | +113.4% | -129.1% | -36.8% |
| 3Y | +12.3% | +15.3% | -3.0% | +1.0% |
| 5Y | -60.1% | -4.3% | -55.7% | -61.3% |
| 10Y | +265.3% | +380.2% | -114.8% | +48.4% |
| All | +265.3% | +364.6% | -99.3% | +48.4% |
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