-50.4%
COMP vs GME
-47.4%
-3.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.3% |
| 7D | +7.2% | +4.8% | +2.4% | +6.4% |
| 30D | +6.4% | -4.3% | +10.6% | +7.5% |
| 3M | -19.4% | +35.3% | -54.8% | -24.4% |
| 6M | +14.6% | +4.7% | +9.8% | +12.8% |
| YTD | -5.5% | +26.6% | -32.1% | -10.6% |
| 1Y | +13.7% | +18.3% | -4.7% | +8.8% |
| 3Y | +409.7% | +102.8% | +306.9% | +190.9% |
| 5Y | -17.0% | -48.9% | +31.9% | -40.7% |
| All | -50.4% | -47.4% | -3.0% | -64.1% |
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 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