-41.3%
CORZ vs GME
+15.0%
-56.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.6% | -14.0% | -10.6% |
| 7D | -14.9% | +7.8% | -22.7% | -15.5% |
| 30D | -23.1% | -0.4% | -22.7% | -22.7% |
| 3M | -44.1% | +30.9% | -74.9% | -44.9% |
| 6M | -39.5% | +5.5% | -45.0% | -38.4% |
| YTD | -12.4% | +25.2% | -37.6% | -15.5% |
| 1Y | -41.3% | +14.4% | -55.7% | -44.1% |
| All | -41.3% | +15.0% | -56.3% | -44.1% |
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