-48.9%
GME vs CPB
-33.2%
-15.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.7% |
| 7D | +4.8% | +2.9% | +1.9% | +4.9% |
| 30D | -4.3% | +17.6% | -21.8% | -3.6% |
| 3M | +35.3% | +2.0% | +33.3% | +35.4% |
| 6M | +4.7% | +11.6% | -6.9% | +5.3% |
| YTD | +26.6% | -13.8% | +40.4% | +25.4% |
| 1Y | +18.3% | -21.6% | +39.9% | +16.2% |
| 3Y | +102.8% | -35.8% | +138.6% | +97.1% |
| 5Y | -48.9% | -33.3% | -15.6% | -41.8% |
| All | -48.9% | -33.2% | -15.8% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling