-49.3%
COMP vs GME
-48.0%
-1.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.9% | +6.8% | +9.9% |
| 7D | +13.4% | +3.7% | +9.8% | +12.8% |
| 30D | +11.1% | +2.2% | +8.9% | +10.7% |
| 3M | -18.8% | +30.6% | -49.5% | -23.3% |
| 6M | +10.5% | -0.2% | +10.7% | +9.9% |
| YTD | -3.4% | +25.1% | -28.5% | -8.4% |
| 1Y | +19.7% | +17.7% | +2.0% | +14.7% |
| 3Y | +381.6% | +85.7% | +295.9% | +182.6% |
| 5Y | -17.6% | -52.9% | +35.3% | -40.8% |
| All | -49.3% | -48.0% | -1.3% | -63.2% |
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