+1,255.8%
COP vs GME
+1,082.6%
+173.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +3.0% | +7.2% | -4.2% | +2.6% |
| 30D | +17.5% | +0.8% | +16.7% | +17.4% |
| 3M | +13.4% | -14.0% | +27.3% | +14.2% |
| 6M | +17.7% | -19.7% | +37.5% | +18.9% |
| YTD | +46.6% | -4.6% | +51.2% | +46.4% |
| 1Y | +44.6% | -14.3% | +59.0% | +45.3% |
| 3Y | +20.7% | +4.0% | +16.7% | +10.4% |
| 5Y | +185.0% | -62.2% | +247.2% | +166.3% |
| 10Y | +347.0% | +241.4% | +105.6% | +90.4% |
| All | +1,255.8% | +1,082.6% | +173.1% | +338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling