+362.4%
CFG vs GME
+145.0%
+217.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.5% | +7.2% | -5.7% | +1.2% |
| 30D | -3.8% | +0.8% | -4.6% | -3.9% |
| 3M | +11.5% | -14.0% | +25.5% | +12.2% |
| 6M | +19.2% | -19.7% | +38.9% | +20.3% |
| YTD | +23.7% | -4.6% | +28.3% | +23.7% |
| 1Y | +38.8% | -14.3% | +53.2% | +39.5% |
| 3Y | +178.9% | +4.0% | +174.9% | +161.3% |
| 5Y | +101.8% | -62.2% | +164.0% | +92.5% |
| 10Y | +317.3% | +241.4% | +75.9% | +85.7% |
| All | +362.4% | +145.0% | +217.4% | +110.9% |
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 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