+271.0%
CG vs GME
+470.0%
-199.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.3% |
| 7D | -1.5% | +6.0% | -7.5% | -1.7% |
| 30D | +5.7% | -5.9% | +11.6% | +5.9% |
| 3M | -17.9% | +38.2% | -56.1% | -19.0% |
| 6M | -20.2% | +14.5% | -34.7% | -20.8% |
| YTD | -32.0% | +27.6% | -59.6% | -32.8% |
| 1Y | -27.0% | +19.9% | -47.0% | -27.8% |
| 3Y | +42.8% | +104.3% | -61.5% | +32.5% |
| 5Y | -23.4% | -49.3% | +25.9% | -27.0% |
| All | +271.0% | +470.0% | -199.0% | +104.9% |
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 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