-46.5%
COMP vs GME
-47.1%
+0.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.3% |
| 7D | +14.5% | +5.8% | +8.8% | +13.4% |
| 30D | +14.9% | -3.7% | +18.6% | +15.9% |
| 3M | -14.2% | +33.6% | -47.8% | -19.3% |
| 6M | +23.7% | +5.4% | +18.3% | +21.7% |
| YTD | +2.1% | +27.4% | -25.4% | -3.5% |
| 1Y | +26.2% | +19.0% | +7.2% | +20.7% |
| 3Y | +470.9% | +101.5% | +369.4% | +226.7% |
| 5Y | -14.0% | -50.5% | +36.4% | -38.5% |
| All | -46.5% | -47.1% | +0.6% | -61.3% |
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 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