+312.1%
CG vs GME
+271.8%
+40.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.5% |
| 7D | -9.8% | +6.0% | -15.8% | -10.0% |
| 30D | -10.3% | +8.3% | -18.6% | -10.6% |
| 3M | -1.7% | -9.1% | +7.4% | -1.4% |
| 6M | -9.8% | -16.3% | +6.5% | -9.3% |
| YTD | -25.6% | +1.5% | -27.1% | -25.8% |
| 1Y | -32.5% | -16.3% | -16.2% | -32.2% |
| 3Y | +45.6% | +15.1% | +30.5% | +38.1% |
| 5Y | +3.7% | -57.2% | +60.8% | -0.4% |
| All | +312.1% | +271.8% | +40.4% | +143.1% |
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