+606.1%
COST vs GME
+285.6%
+320.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | +0.2% |
| 7D | -1.2% | +10.4% | -11.6% | -1.3% |
| 30D | -4.7% | +14.1% | -18.8% | -4.9% |
| 3M | -7.1% | -4.6% | -2.5% | -7.1% |
| 6M | -8.5% | -13.5% | +5.0% | -8.4% |
| YTD | +5.4% | +5.3% | +0.1% | +5.2% |
| 1Y | -5.6% | -14.9% | +9.3% | -5.5% |
| 3Y | +68.5% | +24.3% | +44.2% | +64.4% |
| 5Y | +105.2% | -55.6% | +160.8% | +101.1% |
| All | +606.1% | +285.6% | +320.4% | +491.8% |
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