+1,105.3%
GME vs DGX
+812.7%
+292.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.3% |
| 7D | +6.0% | -3.5% | +9.5% | +7.5% |
| 30D | +8.3% | -2.7% | +11.0% | +9.5% |
| 3M | -9.1% | +13.9% | -22.9% | -14.1% |
| 6M | -16.3% | +16.0% | -32.4% | -22.0% |
| YTD | +1.5% | +34.9% | -33.4% | -11.5% |
| 1Y | -16.3% | +30.6% | -46.9% | -26.3% |
| 3Y | +15.1% | +93.0% | -77.9% | -16.6% |
| 5Y | -57.2% | +64.4% | -121.6% | -66.8% |
| 10Y | +274.5% | +248.1% | +26.4% | +108.9% |
| All | +1,105.3% | +812.7% | +292.6% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling