+34.5%
CMS vs GME
-49.3%
+83.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.7% |
| 7D | +1.7% | +2.9% | -1.2% | +1.7% |
| 30D | +6.2% | -4.8% | +11.0% | +6.2% |
| 3M | +0.6% | +39.2% | -38.6% | +0.5% |
| 6M | -1.8% | +17.1% | -18.8% | -1.9% |
| YTD | +3.8% | +28.7% | -24.9% | +3.7% |
| 1Y | -1.8% | +23.3% | -25.1% | -1.9% |
| 3Y | +39.8% | +112.9% | -73.1% | +36.4% |
| All | +34.5% | -49.3% | +83.8% | +33.0% |
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