-61.5%
GME vs DOC
-24.5%
-37.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.7% |
| 7D | +7.2% | -1.5% | +8.7% | +8.1% |
| 30D | +0.8% | -4.8% | +5.6% | +3.6% |
| 3M | -14.0% | +6.9% | -20.9% | -17.8% |
| 6M | -19.7% | +20.7% | -40.5% | -29.9% |
| YTD | -4.6% | +34.1% | -38.7% | -22.8% |
| 1Y | -14.3% | +22.6% | -37.0% | -26.8% |
| 3Y | +4.0% | +20.8% | -16.8% | -11.8% |
| All | -61.5% | -24.5% | -37.0% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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