+20.8%
COP vs GME
+4.1%
+16.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | -0.8% | +0.4% | -1.3% | -0.8% |
| 30D | +15.6% | -1.4% | +17.0% | +15.6% |
| 3M | +14.3% | -15.1% | +29.5% | +14.5% |
| 6M | +17.0% | -22.5% | +39.5% | +17.2% |
| YTD | +47.4% | -5.9% | +53.4% | +47.3% |
| 1Y | +52.4% | -18.6% | +71.1% | +52.5% |
| 3Y | +20.8% | +6.7% | +14.2% | +24.6% |
| All | +20.8% | +4.1% | +16.7% | +24.6% |
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