+39.6%
CNH vs GME
+190.5%
-150.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.4% | -4.2% |
| 7D | +6.4% | +6.0% | +0.4% | +6.2% |
| 30D | -1.6% | -5.9% | +4.2% | -1.4% |
| 3M | +11.6% | +38.2% | -26.6% | +10.0% |
| 6M | +12.5% | +14.5% | -2.0% | +11.8% |
| YTD | +31.1% | +27.6% | +3.5% | +29.4% |
| 1Y | +17.0% | +19.9% | -2.9% | +15.8% |
| 3Y | +28.7% | +104.3% | -75.6% | +18.7% |
| 5Y | -17.4% | -49.3% | +31.9% | -21.5% |
| 10Y | +105.0% | +473.0% | -368.1% | +6.3% |
| All | +39.6% | +190.5% | -150.9% | -28.4% |
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