-60.3%
CSGP vs GME
+79.6%
-139.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.6% | -4.7% |
| 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% | +2.8% |
| 6M | -10.3% | -0.2% | -10.1% | -10.4% |
| YTD | -54.6% | +25.1% | -79.7% | -54.7% |
| 1Y | -54.6% | +17.7% | -72.3% | -54.8% |
| 3Y | -60.3% | +85.7% | -146.0% | -62.6% |
| All | -60.3% | +79.6% | -139.9% | -62.6% |
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 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