+562.3%
CEG vs GME
-7.5%
+569.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.0% |
| 7D | +1.7% | +4.8% | -3.1% | +1.3% |
| 30D | -10.2% | -4.3% | -5.9% | -9.9% |
| 3M | -0.8% | +35.3% | -36.2% | -2.9% |
| 6M | -11.5% | +4.7% | -16.3% | -12.1% |
| YTD | -23.9% | +26.6% | -50.5% | -25.5% |
| 1Y | -25.4% | +18.3% | -43.7% | -26.7% |
| 3Y | +124.2% | +102.8% | +21.4% | +93.2% |
| All | +562.3% | -7.5% | +569.8% | +517.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling