+3,238.2%
CP vs GME
+1,082.6%
+2,155.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -2.7% | +7.2% | -9.9% | -3.0% |
| 30D | +0.2% | +0.8% | -0.6% | +0.1% |
| 3M | +2.6% | -14.0% | +16.5% | +3.2% |
| 6M | +6.0% | -19.7% | +25.7% | +6.9% |
| YTD | +24.9% | -4.6% | +29.5% | +24.9% |
| 1Y | +20.1% | -14.3% | +34.5% | +20.6% |
| 3Y | +16.4% | +4.0% | +12.4% | +8.4% |
| 5Y | +31.7% | -62.2% | +93.9% | +25.0% |
| 10Y | +223.9% | +241.4% | -17.5% | +51.2% |
| All | +3,238.2% | +1,082.6% | +2,155.6% | +1,094.0% |
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