+60.7%
COP vs GME
+15.0%
+45.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.8% | -4.9% |
| 7D | -8.1% | +7.8% | -15.9% | -7.7% |
| 30D | +6.7% | -0.4% | +7.0% | +6.6% |
| 3M | +16.9% | +30.9% | -14.0% | +18.8% |
| 6M | +11.2% | +5.5% | +5.7% | +11.8% |
| YTD | +49.5% | +25.2% | +24.3% | +47.2% |
| 1Y | +60.7% | +14.4% | +46.3% | +57.8% |
| All | +60.7% | +15.0% | +45.7% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling