+24.4%
CP vs GME
-52.7%
+77.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.8% |
| 7D | +2.8% | +3.7% | -0.9% | +2.6% |
| 30D | +10.2% | +2.2% | +8.0% | +10.1% |
| 3M | +2.4% | +30.6% | -28.3% | +1.3% |
| 6M | +7.7% | -0.2% | +7.9% | +7.5% |
| YTD | +26.0% | +25.1% | +0.9% | +24.7% |
| 1Y | +34.6% | +17.7% | +17.0% | +33.5% |
| 3Y | +26.7% | +85.7% | -59.0% | +16.0% |
| All | +24.4% | -52.7% | +77.1% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling