-14.3%
GME vs DTE
+3.0%
-17.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.5% |
| 7D | +7.2% | +0.2% | +7.1% | +7.2% |
| 30D | +0.8% | -2.6% | +3.4% | +0.4% |
| 3M | -14.0% | -3.9% | -10.1% | -14.4% |
| 6M | -19.7% | -7.9% | -11.8% | -20.4% |
| YTD | -4.6% | +7.2% | -11.8% | -4.4% |
| 1Y | -14.3% | +3.1% | -17.4% | -13.7% |
| All | -14.3% | +3.0% | -17.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling