+216.7%
CTVA vs GME
+997.3%
-780.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.8% |
| 7D | -4.5% | +10.4% | -14.9% | -4.7% |
| 30D | +11.3% | +14.1% | -2.8% | +11.0% |
| 3M | +12.3% | -4.6% | +17.0% | +12.4% |
| 6M | +7.2% | -13.5% | +20.7% | +7.4% |
| YTD | +26.0% | +5.3% | +20.7% | +25.8% |
| 1Y | +16.0% | -14.9% | +30.9% | +16.2% |
| 3Y | +73.9% | +24.3% | +49.6% | +70.2% |
| 5Y | +103.8% | -55.6% | +159.4% | +100.2% |
| All | +216.7% | +997.3% | -780.6% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling