+961.7%
CI vs GME
+1,082.6%
-120.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.3% | +7.2% | -5.9% | +1.0% |
| 30D | +4.4% | +0.8% | +3.7% | +4.4% |
| 3M | +0.7% | -14.0% | +14.6% | +1.3% |
| 6M | +0.3% | -19.7% | +20.1% | +1.2% |
| YTD | +3.8% | -4.6% | +8.4% | +3.8% |
| 1Y | -5.5% | -14.3% | +8.9% | -5.1% |
| 3Y | +8.1% | +4.0% | +4.1% | -0.1% |
| 5Y | +42.8% | -62.2% | +105.0% | +34.3% |
| 10Y | +143.9% | +241.4% | -97.5% | +9.1% |
| All | +961.7% | +1,082.6% | -120.9% | +240.1% |
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