-3.1%
CMS vs GME
+18.1%
-21.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.6% |
| 7D | -0.9% | +5.8% | -6.7% | -0.6% |
| 30D | +7.1% | -3.7% | +10.7% | +6.8% |
| 3M | -1.3% | +33.6% | -34.8% | -0.1% |
| 6M | -2.7% | +5.4% | -8.1% | -2.1% |
| YTD | +2.6% | +27.4% | -24.8% | +2.5% |
| All | -3.1% | +18.1% | -21.2% | -3.3% |
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