+1,009.5%
CI vs GME
+1,450.5%
-441.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.8% |
| 7D | -1.6% | +3.7% | -5.2% | -1.7% |
| 30D | +5.4% | +2.2% | +3.2% | +5.3% |
| 3M | +7.3% | +30.6% | -23.4% | +5.7% |
| 6M | +5.3% | -0.2% | +5.5% | +5.1% |
| YTD | +8.5% | +25.1% | -16.6% | +6.9% |
| 1Y | +17.1% | +17.7% | -0.5% | +15.7% |
| 3Y | +1.4% | +85.7% | -84.3% | -9.3% |
| 5Y | +50.5% | -52.9% | +103.4% | +40.1% |
| 10Y | +168.5% | +504.9% | -336.4% | +11.0% |
| All | +1,009.5% | +1,450.5% | -441.0% | +250.4% |
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