+1,031.0%
CBOE vs GME
+438.8%
+592.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -0.5% |
| 7D | -0.8% | +4.8% | -5.6% | -0.8% |
| 30D | +2.7% | +5.9% | -3.2% | +2.7% |
| 3M | +0.7% | -10.7% | +11.4% | +0.8% |
| 6M | -2.0% | -19.8% | +17.8% | -1.9% |
| YTD | +17.1% | -0.9% | +18.1% | +17.1% |
| 1Y | +26.5% | -15.7% | +42.2% | +26.6% |
| 3Y | +96.1% | +12.3% | +83.8% | +94.0% |
| 5Y | +149.3% | -60.1% | +209.4% | +147.1% |
| 10Y | +386.5% | +265.3% | +121.2% | +281.3% |
| All | +1,031.0% | +438.8% | +592.2% | +657.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling