+180.5%
CEG vs GME
+5.6%
+175.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +4.9% |
| 7D | +8.0% | +7.2% | +0.8% | +7.6% |
| 30D | +12.9% | +0.8% | +12.1% | +12.9% |
| 3M | +13.2% | -14.0% | +27.1% | +13.9% |
| 6M | -7.0% | -19.7% | +12.7% | -6.1% |
| YTD | -15.0% | -4.6% | -10.4% | -15.2% |
| 1Y | -2.7% | -14.3% | +11.6% | -2.4% |
| All | +180.5% | +5.6% | +175.0% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling