-62.8%
CSGP vs GME
+3.8%
-66.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | -4.1% | +7.2% | -11.3% | -4.2% |
| 30D | +2.3% | +0.8% | +1.5% | +2.3% |
| 3M | -8.2% | -14.0% | +5.8% | -7.9% |
| 6M | -35.1% | -19.7% | -15.3% | -34.8% |
| YTD | -54.0% | -4.6% | -49.4% | -54.0% |
| 1Y | -65.3% | -14.3% | -51.0% | -65.2% |
| All | -62.8% | +3.8% | -66.6% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling