-10.1%
CEG vs GME
-19.1%
+9.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -2.6% |
| 7D | +0.3% | +6.0% | -5.7% | +0.5% |
| 30D | +2.9% | +8.3% | -5.5% | +3.0% |
| 3M | +18.2% | -9.1% | +27.3% | +18.1% |
| 6M | -9.5% | -16.3% | +6.8% | -9.4% |
| YTD | -18.7% | +1.5% | -20.2% | -22.6% |
| 1Y | -10.1% | -16.3% | +6.2% | -9.5% |
| All | -10.1% | -19.1% | +9.0% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling