+340.2%
COP vs GME
+255.4%
+84.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +1.0% |
| 7D | -0.5% | +4.8% | -5.3% | -0.6% |
| 30D | +11.7% | +5.9% | +5.9% | +11.5% |
| 3M | +17.7% | -10.7% | +28.4% | +18.0% |
| 6M | +18.3% | -19.8% | +38.1% | +18.9% |
| YTD | +49.1% | -0.9% | +50.0% | +48.8% |
| 1Y | +53.3% | -15.7% | +69.0% | +53.7% |
| 3Y | +22.2% | +12.3% | +9.8% | +17.1% |
| 5Y | +193.3% | -60.1% | +253.4% | +184.2% |
| 10Y | +340.2% | +265.3% | +74.9% | +160.4% |
| All | +340.2% | +255.4% | +84.9% | +160.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling