+1.4%
GME vs DAR
+13.3%
-11.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +7.2% | +1.4% | +5.9% | +6.9% |
| 30D | +0.8% | +12.8% | -12.0% | -2.2% |
| 3M | -14.0% | +7.4% | -21.3% | -15.7% |
| 6M | -19.7% | +22.3% | -42.0% | -24.1% |
| YTD | -4.6% | +81.1% | -85.7% | -18.3% |
| 1Y | -14.3% | +106.5% | -120.8% | -29.4% |
| All | +1.4% | +13.3% | -11.9% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling