+7,715.0%
CME vs GME
+1,503.9%
+6,211.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +3.9% | +2.9% | +1.0% | +3.8% |
| 30D | +11.3% | -4.8% | +16.1% | +11.5% |
| 3M | +19.6% | +39.2% | -19.6% | +17.7% |
| 6M | +8.1% | +17.1% | -9.0% | +7.1% |
| YTD | +20.4% | +28.7% | -8.3% | +18.7% |
| 1Y | +16.5% | +23.3% | -6.8% | +15.0% |
| 3Y | +66.4% | +112.9% | -46.5% | +49.5% |
| 5Y | +74.5% | -48.8% | +123.3% | +62.9% |
| 10Y | +308.5% | +478.2% | -169.7% | +76.5% |
| All | +7,715.0% | +1,503.9% | +6,211.1% | +2,605.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling