+132.3%
CMS vs GME
+520.4%
-388.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.5% |
| 7D | -0.9% | +5.8% | -6.7% | -0.9% |
| 30D | +7.1% | -3.7% | +10.7% | +7.1% |
| 3M | -1.3% | +33.6% | -34.8% | -1.3% |
| 6M | -2.7% | +5.4% | -8.1% | -2.7% |
| YTD | +2.6% | +27.4% | -24.8% | +2.6% |
| 1Y | -2.0% | +19.0% | -21.0% | -2.0% |
| 3Y | +39.6% | +101.5% | -61.9% | +39.3% |
| 5Y | +35.3% | -50.5% | +85.8% | +35.1% |
| 10Y | +132.3% | +493.3% | -361.0% | +118.2% |
| All | +132.3% | +520.4% | -388.1% | +118.2% |
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