-3.1%
CMG vs GME
-56.3%
+53.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | 0.0% |
| 7D | -2.1% | +10.4% | -12.4% | -2.7% |
| 30D | +10.9% | +14.1% | -3.2% | +9.9% |
| 3M | +15.8% | -4.6% | +20.5% | +16.1% |
| 6M | +6.9% | -13.5% | +20.5% | +7.7% |
| YTD | -2.2% | +5.3% | -7.5% | -2.8% |
| 1Y | -7.1% | -14.9% | +7.8% | -6.5% |
| 3Y | -7.1% | +24.3% | -31.4% | -18.2% |
| All | -3.1% | -56.3% | +53.3% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling