+359.9%
CSCO vs GME
+271.8%
+88.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.9% |
| 7D | -1.1% | +6.0% | -7.1% | -1.2% |
| 30D | -10.8% | +8.3% | -19.1% | -11.0% |
| 3M | -9.2% | -9.1% | -0.2% | -9.0% |
| 6M | +39.5% | -16.3% | +55.9% | +40.0% |
| YTD | +41.5% | +1.5% | +40.0% | +41.3% |
| 1Y | +61.0% | -16.3% | +77.3% | +61.4% |
| 3Y | +105.2% | +15.1% | +90.1% | +98.1% |
| 5Y | +113.4% | -57.2% | +170.6% | +107.5% |
| All | +359.9% | +271.8% | +88.1% | +222.6% |
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