-7.3%
CMG vs GME
+14.2%
-21.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.2% |
| 7D | -3.8% | +6.0% | -9.9% | -4.0% |
| 30D | +12.9% | +8.3% | +4.6% | +12.7% |
| 3M | +18.8% | -9.1% | +27.8% | +19.0% |
| 6M | +4.1% | -16.3% | +20.4% | +4.4% |
| YTD | -2.4% | +1.5% | -3.9% | -2.5% |
| 1Y | -6.7% | -16.3% | +9.7% | -6.5% |
| All | -7.3% | +14.2% | -21.5% | -7.8% |
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