+920.7%
CVS vs GME
+1,495.6%
-574.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +6.6% | +2.9% | +3.7% | +6.4% |
| 30D | -0.4% | -4.8% | +4.3% | -0.3% |
| 3M | -5.3% | +39.2% | -44.5% | -6.6% |
| 6M | -7.7% | +17.1% | -24.8% | -8.4% |
| YTD | +16.0% | +28.7% | -12.7% | +14.5% |
| 1Y | +16.2% | +23.3% | -7.1% | +14.9% |
| 3Y | +47.6% | +112.9% | -65.4% | +34.0% |
| 5Y | +12.3% | -48.8% | +61.2% | +5.6% |
| 10Y | +62.4% | +478.2% | -415.8% | -18.8% |
| All | +920.7% | +1,495.6% | -574.8% | +274.9% |
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