-58.4%
GME vs DGX
+66.8%
-125.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.1% |
| 7D | +10.4% | -0.9% | +11.3% | +10.7% |
| 30D | +14.1% | -1.2% | +15.2% | +14.5% |
| 3M | -4.6% | +15.8% | -20.4% | -9.6% |
| 6M | -13.5% | +18.2% | -31.7% | -18.9% |
| YTD | +5.3% | +37.2% | -31.9% | -7.5% |
| 1Y | -14.9% | +30.4% | -45.2% | -23.9% |
| 3Y | +24.3% | +96.7% | -72.4% | -14.4% |
| All | -58.4% | +66.8% | -125.2% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling