+28.1%
COP vs GME
+98.5%
-70.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.8% |
| 7D | -6.1% | +4.8% | -10.9% | -6.1% |
| 30D | +1.1% | -4.3% | +5.4% | +1.1% |
| 3M | +10.9% | +35.3% | -24.4% | +10.7% |
| 6M | +20.8% | +4.7% | +16.0% | +20.7% |
| YTD | +48.0% | +26.6% | +21.4% | +47.6% |
| 1Y | +58.5% | +18.3% | +40.2% | +58.2% |
| 3Y | +28.1% | +102.8% | -74.7% | +27.2% |
| All | +28.1% | +98.5% | -70.4% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling