+43.3%
CTVA vs GME
+106.8%
-63.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.6% |
| 7D | -20.8% | +2.9% | -23.7% | -20.8% |
| 30D | -29.6% | -4.8% | -24.8% | -29.5% |
| 3M | -16.9% | +39.2% | -56.1% | -18.0% |
| 6M | -24.3% | +17.1% | -41.3% | -24.8% |
| YTD | -5.6% | +28.7% | -34.3% | -6.7% |
| 1Y | -4.2% | +23.3% | -27.5% | -5.2% |
| 3Y | +43.3% | +112.9% | -69.7% | +34.2% |
| All | +43.3% | +106.8% | -63.5% | +34.2% |
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 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