+507.7%
CMS vs GME
+1,082.6%
-574.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +0.4% | +7.2% | -6.9% | +0.2% |
| 30D | -3.6% | +0.8% | -4.4% | -3.6% |
| 3M | -1.9% | -14.0% | +12.0% | -1.5% |
| 6M | -11.0% | -19.7% | +8.8% | -10.5% |
| YTD | +0.2% | -4.6% | +4.8% | +0.2% |
| 1Y | -1.3% | -14.3% | +13.0% | -1.1% |
| 3Y | +35.9% | +4.0% | +31.9% | +30.2% |
| 5Y | +23.1% | -62.2% | +85.3% | +19.0% |
| 10Y | +117.9% | +241.4% | -123.4% | +36.5% |
| All | +507.7% | +1,082.6% | -574.9% | +170.5% |
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