+85.7%
GME vs COO
-25.3%
+111.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.3% |
| 7D | +3.7% | +4.7% | -1.0% | +2.8% |
| 30D | +2.2% | +13.9% | -11.7% | -0.4% |
| 3M | +30.6% | -14.9% | +45.6% | +34.5% |
| 6M | -0.2% | +2.0% | -2.2% | -2.5% |
| YTD | +25.1% | -23.9% | +49.0% | +32.2% |
| 1Y | +17.7% | -9.6% | +27.3% | +17.9% |
| 3Y | +85.7% | -25.4% | +111.1% | +89.9% |
| All | +85.7% | -25.3% | +111.0% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling