-58.4%
GME vs DTE
+30.3%
-88.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | +10.4% | -2.6% | +13.0% | +10.9% |
| 30D | +14.1% | -4.4% | +18.5% | +15.1% |
| 3M | -4.6% | -8.3% | +3.7% | -3.0% |
| 6M | -13.5% | -8.1% | -5.5% | -12.3% |
| YTD | +5.3% | +4.4% | +0.9% | +3.1% |
| 1Y | -14.9% | +0.2% | -15.1% | -15.8% |
| 3Y | +24.3% | +42.6% | -18.3% | +7.1% |
| All | -58.4% | +30.3% | -88.7% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling