+568.0%
CF vs GME
+497.1%
+70.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.6% |
| 7D | -3.2% | +3.7% | -6.8% | -3.3% |
| 30D | +4.3% | +2.2% | +2.1% | +4.2% |
| 3M | +2.8% | +30.6% | -27.8% | +2.0% |
| 6M | +0.6% | -0.2% | +0.8% | +0.5% |
| YTD | +56.6% | +25.1% | +31.5% | +55.4% |
| 1Y | +49.6% | +17.7% | +32.0% | +48.6% |
| 3Y | +61.5% | +85.7% | -24.2% | +52.5% |
| 5Y | +124.0% | -52.9% | +176.8% | +116.1% |
| All | +568.0% | +497.1% | +70.8% | +275.2% |
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