+501.6%
COF vs GME
+1,127.7%
-626.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -1.9% |
| 7D | -2.7% | +4.8% | -7.5% | -3.1% |
| 30D | -3.4% | +5.9% | -9.2% | -3.9% |
| 3M | +15.4% | -10.7% | +26.1% | +16.4% |
| 6M | +14.4% | -19.8% | +34.2% | +16.4% |
| YTD | -12.0% | -0.9% | -11.0% | -12.3% |
| 1Y | -3.7% | -15.7% | +11.9% | -2.8% |
| 3Y | +121.1% | +12.3% | +108.7% | +90.6% |
| 5Y | +47.8% | -60.1% | +107.9% | +33.1% |
| 10Y | +250.3% | +265.3% | -15.0% | -6.0% |
| All | +501.6% | +1,127.7% | -626.1% | +1.3% |
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