+276.4%
GME vs DD
+67.0%
+209.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +6.0% | -2.9% | +8.9% | +7.4% |
| 30D | +8.3% | -11.5% | +19.8% | +14.3% |
| 3M | -9.1% | -5.4% | -3.7% | -7.4% |
| 6M | -16.3% | -6.9% | -9.4% | -14.9% |
| YTD | +1.5% | +6.9% | -5.3% | -3.9% |
| 1Y | -16.3% | +35.6% | -52.0% | -29.7% |
| 3Y | +15.1% | +42.5% | -27.4% | -8.7% |
| 5Y | -57.2% | +58.5% | -115.6% | -67.8% |
| All | +276.4% | +67.0% | +209.4% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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