+777.1%
CSCO vs GME
+1,469.6%
-692.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -4.7% | +4.8% | -9.5% | -5.0% |
| 30D | -17.1% | -4.3% | -12.8% | -16.9% |
| 3M | -19.6% | +35.3% | -55.0% | -21.2% |
| 6M | +2.4% | +4.7% | -2.3% | +1.8% |
| YTD | +29.8% | +26.6% | +3.1% | +27.2% |
| 1Y | +38.7% | +18.3% | +20.3% | +36.5% |
| 3Y | +101.3% | +102.8% | -1.5% | +75.5% |
| 5Y | +94.8% | -48.9% | +143.8% | +78.2% |
| 10Y | +324.2% | +480.5% | -156.3% | +61.9% |
| All | +777.1% | +1,469.6% | -692.5% | +117.1% |
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