+105.2%
CTVA vs GME
-58.9%
+164.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -4.7% | +6.0% | -10.7% | -4.9% |
| 30D | +11.1% | +8.3% | +2.7% | +10.7% |
| 3M | +13.7% | -9.1% | +22.8% | +14.1% |
| 6M | +11.2% | -16.3% | +27.5% | +11.9% |
| YTD | +26.9% | +1.5% | +25.3% | +26.6% |
| 1Y | +18.8% | -16.3% | +35.1% | +19.4% |
| 3Y | +75.9% | +15.1% | +60.8% | +66.1% |
| 5Y | +105.2% | -57.2% | +162.4% | +96.1% |
| All | +105.2% | -58.9% | +164.1% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling