-15.7%
GME vs DAR
+116.5%
-132.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.2% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | +5.9% | +7.4% | -1.6% | +4.4% |
| 3M | -10.7% | +15.7% | -26.4% | -13.4% |
| 6M | -19.8% | +30.0% | -49.8% | -24.9% |
| YTD | -0.9% | +87.5% | -88.5% | -15.7% |
| 1Y | -15.7% | +113.4% | -129.1% | -30.9% |
| All | -15.7% | +116.5% | -132.2% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling