+191.7%
COP vs GME
-62.6%
+254.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | -0.8% | +0.4% | -1.3% | -0.9% |
| 30D | +15.6% | -1.4% | +17.0% | +15.6% |
| 3M | +14.3% | -15.1% | +29.5% | +14.7% |
| 6M | +17.0% | -22.5% | +39.5% | +17.5% |
| YTD | +47.4% | -5.9% | +53.4% | +47.4% |
| 1Y | +52.4% | -18.6% | +71.1% | +52.8% |
| 3Y | +20.8% | +6.7% | +14.2% | +15.5% |
| 5Y | +191.7% | -62.0% | +253.7% | +196.0% |
| All | +191.7% | -62.6% | +254.2% | +196.0% |
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