+6,781.2%
CME vs GME
+1,088.8%
+5,692.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.6% | +7.2% | -8.8% | -1.9% |
| 30D | +6.2% | +0.8% | +5.4% | +6.2% |
| 3M | +10.4% | -14.0% | +24.4% | +11.1% |
| 6M | -9.5% | -19.7% | +10.2% | -8.8% |
| YTD | +6.0% | -4.6% | +10.6% | +6.0% |
| 1Y | +9.3% | -14.3% | +23.6% | +9.7% |
| 3Y | +57.7% | +4.0% | +53.6% | +46.7% |
| 5Y | +77.7% | -62.2% | +139.9% | +68.0% |
| 10Y | +281.2% | +241.4% | +39.9% | +76.8% |
| All | +6,781.2% | +1,088.8% | +5,692.4% | +2,315.7% |
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