+280.6%
CME vs GME
+255.4%
+25.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -0.8% |
| 7D | -0.6% | +4.8% | -5.5% | -0.7% |
| 30D | +4.7% | +5.9% | -1.2% | +4.7% |
| 3M | +7.8% | -10.7% | +18.6% | +7.9% |
| 6M | -11.0% | -19.8% | +8.8% | -10.9% |
| YTD | +4.0% | -0.9% | +5.0% | +4.0% |
| 1Y | +9.1% | -15.7% | +24.8% | +9.1% |
| 3Y | +52.3% | +12.3% | +40.0% | +51.2% |
| 5Y | +76.1% | -60.1% | +136.1% | +75.0% |
| 10Y | +280.6% | +265.3% | +15.3% | +223.5% |
| All | +280.6% | +255.4% | +25.2% | +223.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling