+189.0%
CDE vs GME
-56.3%
+245.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.8% |
| 7D | -3.1% | +10.4% | -13.5% | -4.0% |
| 30D | +9.5% | +14.1% | -4.6% | +8.1% |
| 3M | +25.5% | -4.6% | +30.1% | +25.8% |
| 6M | -7.9% | -13.5% | +5.6% | -6.9% |
| YTD | +15.6% | +5.3% | +10.2% | +14.5% |
| 1Y | +34.0% | -14.9% | +48.9% | +35.5% |
| 3Y | +791.9% | +24.3% | +767.6% | +659.5% |
| All | +189.0% | -56.3% | +245.3% | +164.0% |
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