+487.0%
CF vs GME
+520.4%
-33.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -0.9% | +5.8% | -6.7% | -1.0% |
| 30D | +6.9% | -3.7% | +10.6% | +7.0% |
| 3M | +4.8% | +33.6% | -28.7% | +4.0% |
| 6M | +4.7% | +5.4% | -0.7% | +4.4% |
| YTD | +56.5% | +27.4% | +29.0% | +55.2% |
| 1Y | +48.4% | +19.0% | +29.4% | +47.4% |
| 3Y | +59.1% | +101.5% | -42.3% | +50.0% |
| 5Y | +109.5% | -50.5% | +160.0% | +101.9% |
| 10Y | +487.0% | +493.3% | -6.4% | +227.2% |
| All | +487.0% | +520.4% | -33.5% | +227.2% |
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