+242.0%
COF vs GME
+285.6%
-43.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.2% | +0.4% |
| 7D | -5.1% | +10.4% | -15.5% | -5.6% |
| 30D | -6.0% | +14.1% | -20.1% | -6.6% |
| 3M | +14.8% | -4.6% | +19.5% | +15.0% |
| 6M | +15.3% | -13.5% | +28.9% | +15.9% |
| YTD | -13.0% | +5.3% | -18.4% | -13.5% |
| 1Y | -5.7% | -14.9% | +9.2% | -5.3% |
| 3Y | +118.1% | +24.3% | +93.9% | +102.6% |
| 5Y | +46.2% | -55.6% | +101.8% | +38.6% |
| All | +242.0% | +285.6% | -43.6% | +58.4% |
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 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