+61.5%
CF vs GME
+79.6%
-18.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.7% |
| 7D | -3.2% | +3.7% | -6.8% | -3.2% |
| 30D | +4.3% | +2.2% | +2.1% | +4.3% |
| 3M | +2.8% | +30.6% | -27.8% | +2.7% |
| 6M | +0.6% | -0.2% | +0.8% | +0.6% |
| YTD | +56.6% | +25.1% | +31.5% | +56.3% |
| 1Y | +49.6% | +17.7% | +32.0% | +49.4% |
| 3Y | +61.5% | +85.7% | -24.2% | +60.6% |
| All | +61.5% | +79.6% | -18.1% | +60.6% |
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