-16.3%
GME vs DD
+35.1%
-51.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +6.0% | -2.9% | +8.9% | +6.5% |
| 30D | +8.3% | -11.5% | +19.8% | +10.6% |
| 3M | -9.1% | -5.4% | -3.7% | -8.5% |
| 6M | -16.3% | -6.9% | -9.4% | -16.1% |
| YTD | +1.5% | +6.9% | -5.3% | -4.4% |
| 1Y | -16.3% | +35.6% | -52.0% | -30.3% |
| All | -16.3% | +35.1% | -51.4% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling