+358.9%
CBOE vs GME
+285.6%
+73.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -6.0% | -2.2% |
| 7D | -5.8% | +10.4% | -16.2% | -5.8% |
| 30D | -3.1% | +14.1% | -17.2% | -3.2% |
| 3M | -4.8% | -4.6% | -0.1% | -4.8% |
| 6M | -0.6% | -13.5% | +13.0% | -0.6% |
| YTD | +12.8% | +5.3% | +7.5% | +12.8% |
| 1Y | +19.8% | -14.9% | +34.7% | +19.8% |
| 3Y | +86.9% | +24.3% | +62.7% | +86.4% |
| 5Y | +136.5% | -55.6% | +192.1% | +135.7% |
| All | +358.9% | +285.6% | +73.2% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling