+423.6%
COMP vs GME
+106.8%
+316.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | 0.0% | +2.9% | -2.9% | -0.3% |
| 30D | +16.6% | -4.8% | +21.3% | +17.2% |
| 3M | -23.5% | +39.2% | -62.7% | -26.2% |
| 6M | +25.7% | +17.1% | +8.7% | +23.4% |
| YTD | -3.4% | +28.7% | -32.1% | -6.1% |
| 1Y | +7.6% | +23.3% | -15.7% | +5.0% |
| 3Y | +423.6% | +112.9% | +310.7% | +275.0% |
| All | +423.6% | +106.8% | +316.8% | +275.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling