+863.2%
CDW vs GME
+165.7%
+697.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +3.2% | +7.2% | -4.0% | +2.9% |
| 30D | +9.3% | +0.8% | +8.5% | +9.3% |
| 3M | +9.8% | -14.0% | +23.8% | +10.3% |
| 6M | +23.3% | -19.7% | +43.1% | +24.0% |
| YTD | +13.7% | -4.6% | +18.2% | +13.6% |
| 1Y | -6.5% | -14.3% | +7.9% | -6.2% |
| 3Y | -25.2% | +4.0% | -29.3% | -28.5% |
| 5Y | -19.5% | -62.2% | +42.7% | -22.1% |
| 10Y | +285.8% | +241.4% | +44.5% | +138.9% |
| All | +863.2% | +165.7% | +697.6% | +465.8% |
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 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