+7,496.8%
CME vs GME
+1,477.8%
+6,018.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +1.7% | +4.8% | -3.1% | +1.4% |
| 30D | +10.2% | -4.3% | +14.4% | +10.3% |
| 3M | +17.8% | +35.3% | -17.6% | +16.1% |
| 6M | +11.0% | +4.7% | +6.3% | +10.6% |
| YTD | +17.0% | +26.6% | -9.6% | +15.4% |
| 1Y | +15.8% | +18.3% | -2.5% | +14.5% |
| 3Y | +61.8% | +102.8% | -41.0% | +45.7% |
| 5Y | +72.5% | -48.9% | +121.4% | +61.0% |
| 10Y | +288.0% | +480.5% | -192.5% | +66.9% |
| All | +7,496.8% | +1,477.8% | +6,018.9% | +2,531.6% |
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