+65.2%
CSGP vs GME
+497.1%
-431.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.6% | -4.8% |
| 7D | +1.3% | +3.7% | -2.4% | +1.2% |
| 30D | +10.7% | +2.2% | +8.5% | +10.6% |
| 3M | +3.3% | +30.6% | -27.3% | +2.6% |
| 6M | -10.3% | -0.2% | -10.1% | -10.4% |
| YTD | -54.6% | +25.1% | -79.7% | -54.9% |
| 1Y | -54.6% | +17.7% | -72.3% | -54.9% |
| 3Y | -60.3% | +85.7% | -146.0% | -62.1% |
| 5Y | -63.3% | -52.9% | -10.4% | -64.5% |
| All | +65.2% | +497.1% | -431.9% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling