+9.1%
CME vs GME
-13.9%
+23.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -0.7% |
| 7D | -0.6% | +4.8% | -5.5% | -0.5% |
| 30D | +4.7% | +5.9% | -1.2% | +4.8% |
| 3M | +7.8% | -10.7% | +18.6% | +7.8% |
| 6M | -11.0% | -19.8% | +8.8% | -11.1% |
| YTD | +4.0% | -0.9% | +5.0% | +4.5% |
| 1Y | +9.1% | -15.7% | +24.8% | +9.2% |
| All | +9.1% | -13.9% | +23.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling