-18.4%
CG vs GME
-48.9%
+30.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -3.8% | +1.6% | -5.4% | -3.9% |
| 30D | +7.5% | -6.2% | +13.7% | +8.1% |
| 3M | -14.4% | +35.8% | -50.1% | -16.7% |
| 6M | -15.7% | +10.3% | -25.9% | -16.7% |
| YTD | -29.0% | +27.2% | -56.2% | -30.8% |
| 1Y | -22.1% | +19.1% | -41.2% | -23.8% |
| 3Y | +49.1% | +103.7% | -54.6% | +17.6% |
| 5Y | -18.4% | -50.0% | +31.6% | -27.0% |
| All | -18.4% | -48.9% | +30.5% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling