-61.5%
CSGP vs GME
-56.2%
-5.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.2% | -1.4% |
| 7D | +13.9% | +0.7% | +13.2% | +13.9% |
| 30D | +16.0% | -2.4% | +18.4% | +16.1% |
| 3M | +6.1% | +27.1% | -21.1% | +4.6% |
| 6M | -8.2% | -0.2% | -7.9% | -8.4% |
| YTD | -52.3% | +20.4% | -72.7% | -53.0% |
| 1Y | -54.5% | +9.8% | -64.3% | -54.9% |
| 3Y | -58.6% | +74.3% | -132.8% | -64.9% |
| 5Y | -61.5% | -54.7% | -6.8% | -65.7% |
| All | -61.5% | -56.2% | -5.3% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling