+107.8%
CB vs GME
-49.3%
+157.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | +2.9% | +2.9% | 0.0% | +2.9% |
| 30D | +7.3% | -4.8% | +12.1% | +7.3% |
| 3M | +9.4% | +39.2% | -29.8% | +9.5% |
| 6M | +19.6% | +17.1% | +2.6% | +19.7% |
| YTD | +21.5% | +28.7% | -7.3% | +21.5% |
| 1Y | +28.0% | +23.3% | +4.7% | +28.1% |
| 3Y | +74.9% | +112.9% | -38.1% | +71.2% |
| All | +107.8% | -49.3% | +157.1% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling