+1,403.3%
GME vs COO
+1,066.2%
+337.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | +4.8% | +4.5% | +0.3% | +3.3% |
| 30D | -4.3% | +16.9% | -21.2% | -9.1% |
| 3M | +35.3% | -16.7% | +52.0% | +42.2% |
| 6M | +4.7% | +5.9% | -1.2% | +0.8% |
| YTD | +26.6% | -22.4% | +49.1% | +35.0% |
| 1Y | +18.3% | -10.1% | +28.4% | +19.7% |
| 3Y | +102.8% | -22.8% | +125.6% | +111.0% |
| 5Y | -48.9% | -41.4% | -7.5% | -41.8% |
| 10Y | +480.5% | +41.3% | +439.2% | +374.0% |
| All | +1,403.3% | +1,066.2% | +337.0% | +381.9% |
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 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