+1,384.9%
GME vs COO
+1,044.0%
+340.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.5% |
| 7D | +3.7% | +4.7% | -1.0% | +2.1% |
| 30D | +2.2% | +13.9% | -11.7% | -2.2% |
| 3M | +30.6% | -14.9% | +45.6% | +36.2% |
| 6M | -0.2% | +2.0% | -2.2% | -2.8% |
| YTD | +25.1% | -23.9% | +49.0% | +34.2% |
| 1Y | +17.7% | -9.6% | +27.3% | +18.7% |
| 3Y | +85.7% | -25.4% | +111.1% | +95.5% |
| 5Y | -52.9% | -41.2% | -11.7% | -46.3% |
| 10Y | +504.9% | +42.1% | +462.9% | +393.0% |
| All | +1,384.9% | +1,044.0% | +340.9% | +379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling