-60.1%
GME vs DD
+59.3%
-119.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +7.9% | +6.6% |
| 7D | +4.8% | -3.8% | +8.6% | +6.7% |
| 30D | +5.9% | -9.2% | +15.1% | +10.8% |
| 3M | -10.7% | -9.0% | -1.7% | -7.3% |
| 6M | -19.8% | -5.0% | -14.8% | -19.4% |
| YTD | -0.9% | +7.4% | -8.3% | -7.7% |
| 1Y | -15.7% | +35.1% | -50.8% | -31.5% |
| 3Y | +12.3% | +43.2% | -30.9% | -16.5% |
| 5Y | -60.1% | +59.6% | -119.7% | -73.0% |
| All | -60.1% | +59.3% | -119.4% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling