+102.8%
GME vs CPB
-36.1%
+138.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +4.8% | +2.9% | +1.9% | +4.8% |
| 30D | -4.3% | +17.6% | -21.8% | -4.1% |
| 3M | +35.3% | +2.0% | +33.3% | +35.2% |
| 6M | +4.7% | +11.6% | -6.9% | +4.9% |
| YTD | +26.6% | -13.8% | +40.4% | +25.7% |
| 1Y | +18.3% | -21.6% | +39.9% | +16.6% |
| 3Y | +102.8% | -35.8% | +138.6% | +112.9% |
| All | +102.8% | -36.1% | +138.9% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling