-7.4%
CDE vs GME
-17.1%
+9.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.6% | +0.9% |
| 7D | -2.0% | +4.8% | -6.8% | -2.7% |
| 30D | +15.7% | +5.9% | +9.8% | +14.6% |
| 3M | +30.5% | -10.7% | +41.2% | +32.9% |
| 6M | -7.4% | -19.8% | +12.4% | -2.2% |
| All | -7.4% | -17.1% | +9.7% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling