+872.1%
CSCO vs GME
+1,082.6%
-210.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.7% | +7.2% | -7.9% | -1.1% |
| 30D | -10.1% | +0.8% | -10.9% | -10.2% |
| 3M | -15.7% | -14.0% | -1.7% | -15.0% |
| 6M | +36.3% | -19.7% | +56.0% | +37.8% |
| YTD | +43.8% | -4.6% | +48.4% | +43.7% |
| 1Y | +63.9% | -14.3% | +78.3% | +64.7% |
| 3Y | +104.4% | +4.0% | +100.3% | +86.3% |
| 5Y | +111.4% | -62.2% | +173.6% | +97.0% |
| 10Y | +361.7% | +241.4% | +120.3% | +90.7% |
| All | +872.1% | +1,082.6% | -210.5% | +145.3% |
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