+3,266.3%
CP vs GME
+1,450.5%
+1,815.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.9% |
| 7D | +2.8% | +3.7% | -0.9% | +2.6% |
| 30D | +10.2% | +2.2% | +8.0% | +10.0% |
| 3M | +2.4% | +30.6% | -28.3% | +0.9% |
| 6M | +7.7% | -0.2% | +7.9% | +7.4% |
| YTD | +26.0% | +25.1% | +0.9% | +24.1% |
| 1Y | +34.6% | +17.7% | +17.0% | +33.0% |
| 3Y | +26.7% | +85.7% | -59.0% | +14.4% |
| 5Y | +24.9% | -52.9% | +77.8% | +17.3% |
| 10Y | +258.6% | +504.9% | -246.3% | +54.7% |
| All | +3,266.3% | +1,450.5% | +1,815.8% | +1,086.9% |
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 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