+335.7%
CSCO vs GME
+470.0%
-134.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | +6.6% | +6.0% | +0.6% | +6.4% |
| 30D | -11.3% | -5.9% | -5.5% | -11.2% |
| 3M | -17.3% | +38.2% | -55.5% | -18.0% |
| 6M | +3.5% | +14.5% | -11.0% | +3.1% |
| YTD | +34.9% | +27.6% | +7.3% | +33.8% |
| 1Y | +40.5% | +19.9% | +20.5% | +39.6% |
| 3Y | +109.3% | +104.3% | +4.9% | +99.2% |
| 5Y | +105.9% | -49.3% | +155.2% | +99.3% |
| All | +335.7% | +470.0% | -134.3% | +194.6% |
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