+122.7%
CRBG vs GME
+18.5%
+104.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.4% |
| 7D | +0.6% | +10.4% | -9.8% | +0.4% |
| 30D | +2.6% | +14.1% | -11.4% | +2.3% |
| 3M | +24.0% | -4.6% | +28.6% | +24.1% |
| 6M | +50.5% | -13.5% | +64.0% | +50.9% |
| YTD | +17.1% | +5.3% | +11.8% | +17.0% |
| 1Y | +5.9% | -14.9% | +20.8% | +6.1% |
| 3Y | +122.7% | +24.3% | +98.5% | +129.8% |
| All | +122.7% | +18.5% | +104.2% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling