-50.7%
COIN vs GME
+15.0%
-65.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +2.9% |
| 7D | -6.7% | +7.8% | -14.4% | -9.2% |
| 30D | -19.5% | -0.4% | -19.1% | -19.1% |
| 3M | +0.5% | +30.9% | -30.4% | -8.3% |
| 6M | -25.4% | +5.5% | -30.8% | -27.4% |
| YTD | -33.0% | +25.2% | -58.2% | -40.6% |
| 1Y | -50.7% | +14.4% | -65.1% | -55.1% |
| All | -50.7% | +15.0% | -65.7% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling