+444.5%
CORZ vs GME
+32.3%
+412.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +4.8% |
| 7D | +16.6% | +0.4% | +16.1% | +16.5% |
| 30D | -10.9% | -1.4% | -9.4% | -10.7% |
| 3M | -31.0% | -15.1% | -15.9% | -30.1% |
| 6M | +26.0% | -22.5% | +48.5% | +28.8% |
| YTD | +28.6% | -5.9% | +34.6% | +28.8% |
| 1Y | +34.5% | -18.6% | +53.1% | +36.5% |
| All | +444.5% | +32.3% | +412.2% | +378.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling