+219.7%
CFG vs GME
+483.4%
-263.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +0.7% | +4.8% | -4.1% | +0.5% |
| 30D | +2.8% | -4.3% | +7.0% | +3.0% |
| 3M | -10.1% | +35.3% | -45.4% | -11.4% |
| 6M | +3.2% | +4.7% | -1.5% | +2.8% |
| YTD | +14.2% | +26.6% | -12.5% | +12.7% |
| 1Y | +27.4% | +18.3% | +9.1% | +26.1% |
| 3Y | +187.6% | +102.8% | +84.8% | +162.2% |
| 5Y | +65.7% | -48.9% | +114.6% | +56.4% |
| 10Y | +219.7% | +480.5% | -260.8% | +32.5% |
| All | +219.7% | +483.4% | -263.7% | +32.5% |
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