+322.0%
CMG vs GME
+285.6%
+36.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.1% |
| 7D | -2.1% | +10.4% | -12.4% | -2.4% |
| 30D | +10.9% | +14.1% | -3.2% | +10.4% |
| 3M | +15.8% | -4.6% | +20.5% | +16.0% |
| 6M | +6.9% | -13.5% | +20.5% | +7.4% |
| YTD | -2.2% | +5.3% | -7.5% | -2.5% |
| 1Y | -7.1% | -14.9% | +7.8% | -6.7% |
| 3Y | -7.1% | +24.3% | -31.4% | -12.0% |
| 5Y | -4.8% | -55.6% | +50.8% | -8.5% |
| All | +322.0% | +285.6% | +36.4% | +180.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling