+461.3%
GME vs DD
+97.1%
+364.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +2.9% | +5.0% | -2.0% | +0.7% |
| 30D | -4.8% | +19.7% | -24.5% | -12.4% |
| 3M | +39.2% | +7.2% | +32.0% | +34.2% |
| 6M | +17.1% | +1.0% | +16.0% | +15.0% |
| YTD | +28.7% | +29.1% | -0.4% | +11.4% |
| 1Y | +23.3% | +28.5% | -5.1% | +6.9% |
| 3Y | +112.9% | +89.4% | +23.5% | +46.9% |
| 5Y | -48.8% | +67.1% | -116.0% | -62.7% |
| All | +461.3% | +97.1% | +364.2% | +199.3% |
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