+1,045.5%
CI vs GME
+1,469.6%
-424.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.2% | +2.6% |
| 7D | +2.6% | +4.8% | -2.2% | +2.4% |
| 30D | +7.3% | -4.3% | +11.6% | +7.5% |
| 3M | +9.5% | +35.3% | -25.9% | +7.7% |
| 6M | +6.4% | +4.7% | +1.7% | +6.0% |
| YTD | +12.0% | +26.6% | -14.6% | +10.3% |
| 1Y | +20.1% | +18.3% | +1.7% | +18.6% |
| 3Y | +9.6% | +102.8% | -93.2% | -2.5% |
| 5Y | +52.7% | -48.9% | +101.6% | +41.5% |
| 10Y | +150.3% | +480.5% | -330.2% | +4.6% |
| All | +1,045.5% | +1,469.6% | -424.1% | +261.5% |
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