+7.8%
CNH vs GME
+4.1%
+3.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.1% | -5.5% |
| 7D | +8.8% | +0.4% | +8.4% | +8.8% |
| 30D | +24.7% | -1.4% | +26.1% | +24.7% |
| 3M | +27.3% | -15.1% | +42.5% | +28.0% |
| 6M | +23.2% | -22.5% | +45.6% | +24.1% |
| YTD | +48.9% | -5.9% | +54.9% | +48.9% |
| 1Y | +19.4% | -18.6% | +38.1% | +20.0% |
| 3Y | +7.8% | +6.7% | +1.1% | +4.9% |
| All | +7.8% | +4.1% | +3.7% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling