+3,397.5%
COR vs GME
+1,495.6%
+1,902.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.7% |
| 7D | +7.6% | +2.9% | +4.7% | +7.5% |
| 30D | +6.8% | -4.8% | +11.6% | +6.9% |
| 3M | +16.0% | +39.2% | -23.2% | +14.9% |
| 6M | +41.0% | +17.1% | +23.9% | +40.2% |
| YTD | +6.9% | +28.7% | -21.8% | +5.9% |
| 1Y | -1.0% | +23.3% | -24.3% | -1.9% |
| 3Y | +84.6% | +112.9% | -28.3% | +72.0% |
| 5Y | +203.3% | -48.8% | +252.1% | +190.1% |
| 10Y | +509.1% | +478.2% | +30.9% | +249.8% |
| All | +3,397.5% | +1,495.6% | +1,902.0% | +1,548.7% |
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