+4,100.0%
CMG vs GME
+483.7%
+3,616.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | +12.7% | -1.4% | +14.1% | +12.8% |
| 3M | +26.3% | -15.1% | +41.4% | +27.6% |
| 6M | +4.5% | -22.5% | +27.0% | +6.1% |
| YTD | -0.1% | -5.9% | +5.8% | 0.0% |
| 1Y | -6.8% | -18.6% | +11.9% | -5.8% |
| 3Y | -5.0% | +6.7% | -11.7% | -14.1% |
| 5Y | -3.0% | -62.0% | +59.0% | -9.4% |
| 10Y | +323.6% | +239.5% | +84.1% | +71.9% |
| All | +4,100.0% | +483.7% | +3,616.3% | +976.8% |
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 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