+277.2%
CG vs GME
+565.5%
-288.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.3% |
| 7D | -1.5% | +6.0% | -7.5% | -1.8% |
| 30D | +5.7% | -5.9% | +11.6% | +6.0% |
| 3M | -17.9% | +38.2% | -56.1% | -19.1% |
| 6M | -20.2% | +14.5% | -34.7% | -20.8% |
| YTD | -32.0% | +27.6% | -59.6% | -32.9% |
| 1Y | -27.0% | +19.9% | -47.0% | -27.8% |
| 3Y | +42.8% | +104.3% | -61.5% | +31.0% |
| 5Y | -23.4% | -49.3% | +25.9% | -27.4% |
| 10Y | +278.2% | +473.0% | -194.8% | +101.3% |
| All | +277.2% | +565.5% | -288.3% | +107.9% |
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