+97.5%
CSCO vs GME
+106.8%
-9.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.1% | -6.3% |
| 7D | +1.9% | +2.9% | -1.0% | +1.8% |
| 30D | -15.8% | -4.8% | -11.1% | -15.8% |
| 3M | -15.4% | +39.2% | -54.6% | -16.1% |
| 6M | -5.4% | +17.1% | -22.5% | -5.8% |
| YTD | +26.5% | +28.7% | -2.3% | +25.5% |
| 1Y | +25.9% | +23.3% | +2.6% | +25.0% |
| 3Y | +97.5% | +112.9% | -15.4% | +85.4% |
| All | +97.5% | +106.8% | -9.3% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling