+48.3%
CVS vs GME
+105.0%
-56.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +10.4% | +6.0% | +4.4% | +10.5% |
| 30D | +3.3% | -5.9% | +9.2% | +3.2% |
| 3M | -4.5% | +38.2% | -42.7% | -4.2% |
| 6M | -4.4% | +14.5% | -18.9% | -4.2% |
| YTD | +16.6% | +27.6% | -11.0% | +16.9% |
| 1Y | +15.3% | +19.9% | -4.6% | +15.6% |
| All | +48.3% | +105.0% | -56.7% | +50.7% |
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