+142.0%
CBOE vs GME
-58.9%
+200.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.5% |
| 7D | -3.7% | +6.0% | -9.7% | -3.7% |
| 30D | +2.0% | +8.3% | -6.4% | +2.0% |
| 3M | -4.2% | -9.1% | +4.8% | -4.2% |
| 6M | +1.2% | -16.3% | +17.5% | +1.2% |
| YTD | +15.4% | +1.5% | +13.8% | +15.4% |
| 1Y | +23.5% | -16.3% | +39.8% | +23.5% |
| 3Y | +93.2% | +15.1% | +78.1% | +90.4% |
| 5Y | +142.0% | -57.2% | +199.1% | +133.9% |
| All | +142.0% | -58.9% | +200.9% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling