+31.4%
CORZ vs GME
-15.8%
+47.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +8.4% | +7.2% | +1.1% | +7.4% |
| 30D | -17.8% | +0.8% | -18.6% | -17.9% |
| 3M | -35.9% | -14.0% | -21.9% | -34.8% |
| 6M | +12.9% | -19.7% | +32.7% | +15.9% |
| YTD | +22.9% | -4.6% | +27.5% | +20.0% |
| 1Y | +31.4% | -14.3% | +45.7% | +31.3% |
| All | +31.4% | -15.8% | +47.2% | +31.3% |
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 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