+1,016.7%
GME vs DTE
+960.3%
+56.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +0.4% | +0.9% | -0.5% | 0.0% |
| 30D | -1.4% | -1.9% | +0.5% | -0.6% |
| 3M | -15.1% | -3.3% | -11.8% | -14.1% |
| 6M | -22.5% | -7.1% | -15.4% | -20.4% |
| YTD | -5.9% | +8.1% | -14.0% | -10.3% |
| 1Y | -18.6% | +5.3% | -23.9% | -21.5% |
| 3Y | +6.7% | +48.2% | -41.5% | -14.2% |
| 5Y | -62.0% | +33.2% | -95.2% | -68.3% |
| 10Y | +239.5% | +137.5% | +101.9% | +91.5% |
| All | +1,016.7% | +960.3% | +56.3% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling