+892.4%
CDW vs GME
+248.3%
+644.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.0% |
| 7D | +2.1% | +3.7% | -1.6% | +2.0% |
| 30D | +14.7% | +2.2% | +12.6% | +14.7% |
| 3M | +11.1% | +30.6% | -19.5% | +10.1% |
| 6M | +45.6% | -0.2% | +45.8% | +45.5% |
| YTD | +17.1% | +25.1% | -8.0% | +16.0% |
| 1Y | +13.2% | +17.7% | -4.5% | +12.3% |
| 3Y | -22.2% | +85.7% | -107.9% | -27.0% |
| 5Y | -10.1% | -52.9% | +42.8% | -13.7% |
| 10Y | +307.0% | +504.9% | -198.0% | +140.0% |
| All | +892.4% | +248.3% | +644.2% | +477.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling