+68.0%
CNH vs GME
+117.3%
-49.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +23.3% | +7.2% | +16.1% | +22.9% |
| 30D | +33.5% | +0.8% | +32.7% | +33.4% |
| 3M | +32.7% | -14.0% | +46.7% | +33.4% |
| 6M | +22.2% | -19.7% | +41.9% | +23.1% |
| YTD | +57.7% | -4.6% | +62.3% | +57.7% |
| 1Y | +28.0% | -14.3% | +42.3% | +28.4% |
| 3Y | +11.5% | +4.0% | +7.5% | +5.8% |
| 5Y | +11.9% | -62.2% | +74.1% | +7.7% |
| 10Y | +162.8% | +241.4% | -78.6% | +42.1% |
| All | +68.0% | +117.3% | -49.3% | -12.8% |
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