+997.3%
CVS vs GME
+1,082.6%
-85.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +4.0% | +7.2% | -3.3% | +3.7% |
| 30D | -2.4% | +0.8% | -3.2% | -2.4% |
| 3M | +2.7% | -14.0% | +16.6% | +3.2% |
| 6M | +21.9% | -19.7% | +41.6% | +22.7% |
| YTD | +24.7% | -4.6% | +29.3% | +24.7% |
| 1Y | +35.4% | -14.3% | +49.8% | +35.9% |
| 3Y | +65.2% | +4.0% | +61.2% | +54.8% |
| 5Y | +30.5% | -62.2% | +92.7% | +24.2% |
| 10Y | +40.4% | +241.4% | -201.0% | -26.3% |
| All | +997.3% | +1,082.6% | -85.3% | +308.3% |
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