+514.1%
CMS vs GME
+1,450.5%
-936.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.1% | -2.2% |
| 7D | -1.3% | +3.7% | -5.0% | -1.4% |
| 30D | +6.3% | +2.2% | +4.1% | +6.2% |
| 3M | -2.1% | +30.6% | -32.7% | -2.8% |
| 6M | -5.1% | -0.2% | -4.9% | -5.2% |
| YTD | +1.3% | +25.1% | -23.8% | +0.4% |
| 1Y | -1.4% | +17.7% | -19.1% | -2.1% |
| 3Y | +36.9% | +85.7% | -48.7% | +28.8% |
| 5Y | +32.5% | -52.9% | +85.4% | +27.5% |
| 10Y | +126.8% | +504.9% | -378.2% | +34.5% |
| All | +514.1% | +1,450.5% | -936.4% | +171.2% |
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 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