-49.3%
GME vs DD
+67.6%
-116.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +6.0% | +6.7% | -0.7% | +2.8% |
| 30D | -5.9% | +19.4% | -25.3% | -13.7% |
| 3M | +38.2% | +7.6% | +30.6% | +32.8% |
| 6M | +14.5% | +2.9% | +11.6% | +11.6% |
| YTD | +27.6% | +29.9% | -2.3% | +8.2% |
| 1Y | +19.9% | +28.6% | -8.7% | +2.1% |
| 3Y | +104.3% | +90.0% | +14.3% | +28.2% |
| 5Y | -49.3% | +68.1% | -117.4% | -64.6% |
| All | -49.3% | +67.6% | -116.9% | -64.6% |
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