+471.4%
GME vs CPB
-40.1%
+511.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +1.6% | -4.1% | +5.7% | +2.8% |
| 30D | -6.2% | +16.9% | -23.1% | -10.4% |
| 3M | +35.8% | -0.6% | +36.3% | +35.2% |
| 6M | +10.3% | +11.4% | -1.1% | +5.7% |
| YTD | +27.2% | -14.8% | +42.1% | +31.5% |
| 1Y | +19.1% | -24.8% | +43.9% | +27.7% |
| 3Y | +103.7% | -36.6% | +140.4% | +122.8% |
| 5Y | -50.0% | -33.3% | -16.6% | -49.6% |
| 10Y | +471.4% | -40.4% | +511.8% | +604.7% |
| All | +471.4% | -40.1% | +511.6% | +604.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling