+173.6%
CCJ vs GME
+5.8%
+167.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | +5.9% | +0.4% | +5.5% | +5.9% |
| 30D | +4.7% | -1.4% | +6.1% | +4.7% |
| 3M | -3.3% | -15.1% | +11.8% | -2.9% |
| 6M | -7.0% | -22.5% | +15.5% | -6.4% |
| YTD | +11.5% | -5.9% | +17.4% | +11.6% |
| 1Y | +32.3% | -18.6% | +50.9% | +32.8% |
| All | +173.6% | +5.8% | +167.8% | +205.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling