+11.9%
COST vs GME
+15.0%
-3.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.8% |
| 7D | +6.6% | +7.8% | -1.1% | +6.9% |
| 30D | +13.5% | -0.4% | +13.9% | +13.4% |
| 3M | +10.6% | +30.9% | -20.3% | +11.0% |
| 6M | +3.6% | +5.5% | -1.8% | +3.7% |
| YTD | +22.1% | +25.2% | -3.1% | +21.0% |
| 1Y | +11.9% | +14.4% | -2.5% | +12.3% |
| All | +11.9% | +15.0% | -3.1% | +12.3% |
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