-54.2%
COMP vs GME
-50.0%
-4.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.9% | -4.3% | -7.4% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | -0.8% | -2.4% | +1.6% | -0.2% |
| 3M | -28.1% | +27.1% | -55.3% | -31.7% |
| 6M | +27.0% | -0.2% | +27.2% | +26.4% |
| YTD | -12.8% | +20.4% | -33.1% | -16.7% |
| 1Y | +4.9% | +9.8% | -4.9% | +1.9% |
| 3Y | +321.0% | +74.3% | +246.7% | +150.8% |
| 5Y | -25.6% | -54.7% | +29.1% | -46.1% |
| All | -54.2% | -50.0% | -4.2% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling