-29.9%
COMP vs GME
-62.8%
+33.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.4% | +7.2% | -5.9% | -0.2% |
| 30D | -13.3% | +0.8% | -14.1% | -13.5% |
| 3M | +41.1% | -14.0% | +55.1% | +45.5% |
| 6M | +17.2% | -19.7% | +36.9% | +22.4% |
| YTD | +5.2% | -4.6% | +9.8% | +5.6% |
| 1Y | +18.9% | -14.3% | +33.3% | +21.4% |
| 3Y | +215.9% | +4.0% | +211.9% | +99.2% |
| All | -29.9% | -62.8% | +33.0% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling