+350.2%
CG vs GME
+397.7%
-47.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | -4.3% | +7.2% | -11.5% | -4.6% |
| 30D | -5.1% | +0.8% | -5.9% | -5.1% |
| 3M | +8.7% | -14.0% | +22.6% | +9.3% |
| 6M | -9.2% | -19.7% | +10.5% | -8.5% |
| YTD | -18.9% | -4.6% | -14.3% | -18.9% |
| 1Y | -25.6% | -14.3% | -11.3% | -25.4% |
| 3Y | +57.3% | +4.0% | +53.3% | +48.7% |
| 5Y | +10.2% | -62.2% | +72.4% | +5.8% |
| 10Y | +364.2% | +241.4% | +122.9% | +158.6% |
| All | +350.2% | +397.7% | -47.6% | +151.5% |
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