+2,910.8%
COST vs GME
+1,066.0%
+1,844.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -3.2% | +0.4% | -3.6% | -3.2% |
| 30D | -4.0% | -1.4% | -2.6% | -3.9% |
| 3M | -6.5% | -15.1% | +8.7% | -5.9% |
| 6M | -8.5% | -22.5% | +14.0% | -7.7% |
| YTD | +6.0% | -5.9% | +11.9% | +6.0% |
| 1Y | -5.8% | -18.6% | +12.8% | -5.3% |
| 3Y | +71.8% | +6.7% | +65.2% | +60.8% |
| 5Y | +106.2% | -62.0% | +168.2% | +96.4% |
| 10Y | +602.0% | +239.5% | +362.6% | +289.3% |
| All | +2,910.8% | +1,066.0% | +1,844.8% | +1,003.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling