+180.5%
COR vs GME
-62.6%
+243.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | +1.5% | -1.4% | +2.9% | +1.5% |
| 3M | +18.7% | -15.1% | +33.8% | +18.7% |
| 6M | -9.0% | -22.5% | +13.5% | -9.1% |
| YTD | -3.3% | -5.9% | +2.6% | -3.3% |
| 1Y | +9.8% | -18.6% | +28.5% | +9.8% |
| 3Y | +87.4% | +6.7% | +80.7% | +85.9% |
| 5Y | +180.5% | -62.0% | +242.5% | +179.3% |
| All | +180.5% | -62.6% | +243.1% | +179.3% |
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