+224.3%
CTVA vs GME
+880.0%
-655.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | +12.0% | -1.4% | +13.5% | +12.1% |
| 3M | +13.5% | -15.1% | +28.6% | +13.8% |
| 6M | +12.1% | -22.5% | +34.6% | +12.6% |
| YTD | +29.0% | -5.9% | +34.9% | +29.1% |
| 1Y | +18.9% | -18.6% | +37.5% | +19.2% |
| 3Y | +78.9% | +6.7% | +72.2% | +75.6% |
| 5Y | +105.2% | -62.0% | +167.2% | +102.2% |
| All | +224.3% | +880.0% | -655.8% | +106.8% |
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 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