+461.3%
GME vs COO
+41.1%
+420.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +2.9% | +0.5% | +2.4% | +2.7% |
| 30D | -4.8% | +14.2% | -18.9% | -9.1% |
| 3M | +39.2% | -18.2% | +57.4% | +47.7% |
| 6M | +17.1% | +5.3% | +11.7% | +12.3% |
| YTD | +28.7% | -23.6% | +52.3% | +38.9% |
| 1Y | +23.3% | -12.7% | +36.0% | +26.0% |
| 3Y | +112.9% | -24.2% | +137.1% | +123.7% |
| 5Y | -48.8% | -40.0% | -8.8% | -42.5% |
| All | +461.3% | +41.1% | +420.2% | +397.0% |
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