+1,410.3%
GME vs DAR
+7,640.0%
-6,229.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.6% |
| 7D | +1.6% | +3.6% | -2.0% | +0.9% |
| 30D | -6.2% | -11.3% | +5.1% | -4.0% |
| 3M | +35.8% | -13.1% | +48.9% | +39.1% |
| 6M | +10.3% | -15.1% | +25.4% | +13.2% |
| YTD | +27.2% | +50.5% | -23.3% | +15.5% |
| 1Y | +19.1% | +57.9% | -38.8% | +6.9% |
| 3Y | +103.7% | +28.9% | +74.8% | +86.4% |
| 5Y | -50.0% | -31.4% | -18.5% | -48.0% |
| 10Y | +471.4% | +301.0% | +170.4% | +306.0% |
| All | +1,410.3% | +7,640.0% | -6,229.7% | +761.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling