+102.5%
CFG vs GME
-62.8%
+165.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.5% | +7.2% | -5.7% | +1.1% |
| 30D | -3.8% | +0.8% | -4.6% | -3.9% |
| 3M | +11.5% | -14.0% | +25.5% | +12.4% |
| 6M | +19.2% | -19.7% | +38.9% | +20.6% |
| YTD | +23.7% | -4.6% | +28.3% | +23.8% |
| 1Y | +38.8% | -14.3% | +53.2% | +39.7% |
| 3Y | +178.9% | +4.0% | +174.9% | +149.5% |
| All | +102.5% | -62.8% | +165.4% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling