+20.1%
COMP vs GME
+15.0%
+5.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.6% | +4.1% | +6.9% |
| 7D | +9.5% | +7.8% | +1.7% | +7.6% |
| 30D | +8.1% | -0.4% | +8.5% | +8.3% |
| 3M | -16.3% | +30.9% | -47.2% | -22.1% |
| 6M | +42.2% | +5.5% | +36.8% | +43.0% |
| YTD | -5.0% | +25.2% | -30.2% | -7.6% |
| 1Y | +20.1% | +14.4% | +5.7% | +18.4% |
| All | +20.1% | +15.0% | +5.1% | +18.4% |
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 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