+265.3%
GME vs COO
+36.7%
+228.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.2% | +11.5% | +7.5% |
| 7D | +4.8% | -9.0% | +13.8% | +8.1% |
| 30D | +5.9% | -16.8% | +22.7% | +12.6% |
| 3M | -10.7% | -7.5% | -3.2% | -9.0% |
| 6M | -19.8% | -16.3% | -3.5% | -15.5% |
| YTD | -0.9% | -22.5% | +21.6% | +7.3% |
| 1Y | -15.7% | -7.0% | -8.7% | -15.5% |
| 3Y | +12.3% | -27.5% | +39.8% | +21.2% |
| 5Y | -60.1% | -43.3% | -16.7% | -54.3% |
| 10Y | +265.3% | +37.6% | +227.7% | +232.0% |
| All | +265.3% | +36.7% | +228.6% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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