+316.4%
CFG vs GME
+221.2%
+95.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.9% | -1.1% |
| 7D | -0.9% | +3.7% | -4.6% | -1.1% |
| 30D | +1.1% | +2.2% | -1.1% | +0.9% |
| 3M | -12.0% | +30.6% | -42.6% | -13.2% |
| 6M | -2.2% | -0.2% | -2.0% | -2.4% |
| YTD | +11.4% | +25.1% | -13.7% | +9.9% |
| 1Y | +27.8% | +17.7% | +10.2% | +26.5% |
| 3Y | +173.3% | +85.7% | +87.6% | +148.8% |
| 5Y | +62.4% | -52.9% | +115.3% | +53.3% |
| 10Y | +249.6% | +504.9% | -255.4% | +46.1% |
| All | +316.4% | +221.2% | +95.2% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling