+1,032.6%
GME vs COO
+1,176.7%
-144.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +7.2% | -2.2% | +9.4% | +8.0% |
| 30D | +0.8% | -7.0% | +7.8% | +3.1% |
| 3M | -14.0% | +12.2% | -26.2% | -17.9% |
| 6M | -19.7% | -15.1% | -4.6% | -16.0% |
| YTD | -4.6% | -15.1% | +10.5% | -0.2% |
| 1Y | -14.3% | +2.3% | -16.7% | -16.5% |
| 3Y | +4.0% | -23.7% | +27.7% | +9.8% |
| 5Y | -62.2% | -38.9% | -23.3% | -57.1% |
| 10Y | +241.4% | +49.9% | +191.4% | +175.9% |
| All | +1,032.6% | +1,176.7% | -144.1% | +256.0% |
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