+0.4%
CMS vs GME
-16.6%
+17.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.4% |
| 7D | +1.2% | +0.4% | +0.8% | +1.2% |
| 30D | -3.2% | -1.4% | -1.7% | -3.2% |
| 3M | -2.2% | -15.1% | +12.9% | -2.8% |
| 6M | -9.4% | -22.5% | +13.1% | -10.1% |
| YTD | +0.7% | -5.9% | +6.6% | +0.1% |
| 1Y | +0.4% | -18.6% | +19.0% | -0.9% |
| All | +0.4% | -16.6% | +17.0% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling