+323.1%
COP vs GME
+468.4%
-145.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | +0.7% | +1.6% | -1.0% | +0.6% |
| 30D | +0.2% | -6.2% | +6.4% | +0.4% |
| 3M | +10.2% | +35.8% | -25.5% | +9.2% |
| 6M | +20.1% | +10.3% | +9.8% | +19.7% |
| YTD | +50.5% | +27.2% | +23.3% | +49.2% |
| 1Y | +56.8% | +19.1% | +37.7% | +55.7% |
| 3Y | +30.3% | +103.7% | -73.5% | +22.7% |
| 5Y | +126.8% | -50.0% | +176.8% | +118.5% |
| All | +323.1% | +468.4% | -145.3% | +145.1% |
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