+206.6%
CFG vs GME
+470.0%
-263.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +1.6% | +6.0% | -4.4% | +1.3% |
| 30D | +3.3% | -5.9% | +9.2% | +3.5% |
| 3M | -11.5% | +38.2% | -49.7% | -12.9% |
| 6M | +6.2% | +14.5% | -8.3% | +5.4% |
| YTD | +14.3% | +27.6% | -13.3% | +12.7% |
| 1Y | +26.7% | +19.9% | +6.8% | +25.3% |
| 3Y | +187.8% | +104.3% | +83.5% | +162.3% |
| 5Y | +61.3% | -49.3% | +110.6% | +52.3% |
| All | +206.6% | +470.0% | -263.3% | +28.9% |
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