+1,032.6%
GME vs CPB
+64.7%
+967.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.9% |
| 7D | +7.2% | -8.6% | +15.8% | +10.6% |
| 30D | +0.8% | -7.2% | +8.0% | +3.3% |
| 3M | -14.0% | +0.9% | -14.9% | -15.0% |
| 6M | -19.7% | -11.8% | -7.9% | -17.0% |
| YTD | -4.6% | -19.4% | +14.8% | +1.7% |
| 1Y | -14.3% | -30.4% | +16.0% | -4.0% |
| 3Y | +4.0% | -40.2% | +44.2% | +19.2% |
| 5Y | -62.2% | -39.5% | -22.7% | -58.8% |
| 10Y | +241.4% | -47.4% | +288.7% | +305.0% |
| All | +1,032.6% | +64.7% | +967.9% | +689.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling