+5,648.9%
CRM vs GME
+1,557.1%
+4,091.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.7% |
| 7D | -8.1% | +6.0% | -14.1% | -8.5% |
| 30D | +23.1% | +8.3% | +14.7% | +22.4% |
| 3M | +42.5% | -9.1% | +51.6% | +43.4% |
| 6M | +25.3% | -16.3% | +41.6% | +26.6% |
| YTD | -7.8% | +1.5% | -9.3% | -8.1% |
| 1Y | +1.0% | -16.3% | +17.4% | +1.9% |
| 3Y | +10.0% | +15.1% | -5.1% | -1.2% |
| 5Y | -3.9% | -57.2% | +53.3% | -11.0% |
| 10Y | +233.2% | +274.5% | -41.3% | +30.6% |
| All | +5,648.9% | +1,557.1% | +4,091.8% | +1,596.2% |
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