+290.5%
GME vs DGX
+255.3%
+35.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.0% |
| 7D | +10.4% | -0.9% | +11.3% | +10.8% |
| 30D | +14.1% | -1.2% | +15.2% | +14.6% |
| 3M | -4.6% | +15.8% | -20.4% | -11.2% |
| 6M | -13.5% | +18.2% | -31.7% | -20.6% |
| YTD | +5.3% | +37.2% | -31.9% | -10.6% |
| 1Y | -14.9% | +30.4% | -45.2% | -26.2% |
| 3Y | +24.3% | +96.7% | -72.4% | -16.5% |
| 5Y | -55.6% | +67.2% | -122.7% | -67.7% |
| All | +290.5% | +255.3% | +35.1% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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