+1,414.5%
GME vs DD
+496.0%
+918.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +6.0% | +6.7% | -0.7% | +3.1% |
| 30D | -5.9% | +19.4% | -25.3% | -13.0% |
| 3M | +38.2% | +7.6% | +30.6% | +33.2% |
| 6M | +14.5% | +2.9% | +11.6% | +11.6% |
| YTD | +27.6% | +29.9% | -2.3% | +11.3% |
| 1Y | +19.9% | +28.6% | -8.7% | +5.0% |
| 3Y | +104.3% | +90.0% | +14.3% | +46.0% |
| 5Y | -49.3% | +68.1% | -117.4% | -61.6% |
| 10Y | +473.0% | +98.7% | +374.3% | +261.8% |
| All | +1,414.5% | +496.0% | +918.5% | +434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling