+216.8%
CB vs GME
+237.1%
-20.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.6% |
| 30D | -3.9% | -1.4% | -2.5% | -3.9% |
| 3M | +4.9% | -15.1% | +20.1% | +5.0% |
| 6M | +3.3% | -22.5% | +25.7% | +3.4% |
| YTD | +8.5% | -5.9% | +14.4% | +8.5% |
| 1Y | +22.1% | -18.6% | +40.7% | +22.1% |
| 3Y | +70.1% | +6.7% | +63.5% | +68.2% |
| 5Y | +97.4% | -62.0% | +159.4% | +95.7% |
| 10Y | +216.8% | +239.5% | -22.6% | +151.8% |
| All | +216.8% | +237.1% | -20.3% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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