+67.3%
CSGP vs GME
+520.4%
-453.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.2% |
| 7D | -1.8% | +5.8% | -7.6% | -2.0% |
| 30D | +5.3% | -3.7% | +8.9% | +5.4% |
| 3M | +3.3% | +33.6% | -30.3% | +2.6% |
| 6M | -4.7% | +5.4% | -10.1% | -4.9% |
| YTD | -53.5% | +27.4% | -81.0% | -53.9% |
| 1Y | -53.7% | +19.0% | -72.8% | -54.0% |
| 3Y | -59.7% | +101.5% | -161.2% | -61.6% |
| 5Y | -62.5% | -50.5% | -12.0% | -63.8% |
| 10Y | +67.3% | +493.3% | -426.1% | +13.0% |
| All | +67.3% | +520.4% | -453.2% | +13.0% |
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 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