+13.9%
COR vs GME
-15.8%
+29.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +2.8% | +7.2% | -4.4% | +3.1% |
| 30D | +4.5% | +0.8% | +3.7% | +4.6% |
| 3M | +22.7% | -14.0% | +36.6% | +21.6% |
| 6M | -9.7% | -19.7% | +10.0% | -11.0% |
| YTD | -1.4% | -4.6% | +3.2% | -2.6% |
| 1Y | +13.9% | -14.3% | +28.3% | +12.0% |
| All | +13.9% | -15.8% | +29.7% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling