+160.7%
CNH vs GME
+255.4%
-94.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +2.0% |
| 7D | +1.8% | +4.8% | -3.0% | +1.6% |
| 30D | +32.6% | +5.9% | +26.8% | +32.4% |
| 3M | +29.4% | -10.7% | +40.1% | +29.9% |
| 6M | +26.0% | -19.8% | +45.8% | +26.9% |
| YTD | +52.2% | -0.9% | +53.2% | +52.0% |
| 1Y | +23.9% | -15.7% | +39.6% | +24.3% |
| 3Y | +10.1% | +12.3% | -2.2% | +4.6% |
| 5Y | +13.2% | -60.1% | +73.2% | +9.0% |
| 10Y | +160.7% | +265.3% | -104.7% | +43.5% |
| All | +160.7% | +255.4% | -94.7% | +43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling