+120.5%
COP vs GME
-49.7%
+170.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.8% |
| 7D | -6.1% | +4.8% | -10.9% | -6.2% |
| 30D | +1.1% | -4.3% | +5.4% | +1.2% |
| 3M | +10.9% | +35.3% | -24.4% | +10.2% |
| 6M | +20.8% | +4.7% | +16.0% | +20.5% |
| YTD | +48.0% | +26.6% | +21.4% | +46.9% |
| 1Y | +58.5% | +18.3% | +40.2% | +57.6% |
| 3Y | +28.1% | +102.8% | -74.7% | +19.8% |
| 5Y | +120.5% | -48.9% | +169.4% | +118.3% |
| All | +120.5% | -49.7% | +170.1% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling