+61.8%
CME vs GME
+98.5%
-36.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +1.7% | +4.8% | -3.1% | +1.7% |
| 30D | +10.2% | -4.3% | +14.4% | +10.1% |
| 3M | +17.8% | +35.3% | -17.6% | +18.1% |
| 6M | +11.0% | +4.7% | +6.3% | +11.1% |
| YTD | +17.0% | +26.6% | -9.6% | +17.4% |
| 1Y | +15.8% | +18.3% | -2.5% | +16.1% |
| 3Y | +61.8% | +102.8% | -41.0% | +65.3% |
| All | +61.8% | +98.5% | -36.7% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling