-32.5%
CG vs GME
-19.1%
-13.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.4% |
| 7D | -9.8% | +6.0% | -15.8% | -9.8% |
| 30D | -10.3% | +8.3% | -18.6% | -10.4% |
| 3M | -1.7% | -9.1% | +7.4% | -1.1% |
| 6M | -9.8% | -16.3% | +6.5% | -8.7% |
| YTD | -25.6% | +1.5% | -27.1% | -26.4% |
| 1Y | -32.5% | -16.3% | -16.2% | -32.4% |
| All | -32.5% | -19.1% | -13.4% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling