+481.0%
CF vs GME
+483.4%
-2.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | +4.8% | +4.8% | 0.0% | +4.6% |
| 30D | +9.7% | -4.3% | +14.0% | +9.8% |
| 3M | +1.2% | +35.3% | -34.1% | +0.4% |
| 6M | +7.4% | +4.7% | +2.6% | +7.1% |
| YTD | +60.5% | +26.6% | +33.9% | +59.2% |
| 1Y | +50.7% | +18.3% | +32.4% | +49.7% |
| 3Y | +64.8% | +102.8% | -38.0% | +55.3% |
| 5Y | +115.8% | -48.9% | +164.7% | +107.8% |
| 10Y | +481.0% | +480.5% | +0.6% | +225.4% |
| All | +481.0% | +483.4% | -2.4% | +225.4% |
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