+247.9%
CB vs GME
+470.0%
-222.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | 0.0% | +6.0% | -6.0% | 0.0% |
| 30D | +7.4% | -5.9% | +13.3% | +7.4% |
| 3M | +8.6% | +38.2% | -29.6% | +8.4% |
| 6M | +16.1% | +14.5% | +1.6% | +16.1% |
| YTD | +20.2% | +27.6% | -7.4% | +20.0% |
| 1Y | +27.2% | +19.9% | +7.3% | +27.0% |
| 3Y | +72.7% | +104.3% | -31.6% | +70.0% |
| 5Y | +105.9% | -49.3% | +155.2% | +104.0% |
| All | +247.9% | +470.0% | -222.0% | +160.8% |
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