+1,449.4%
CSGP vs GME
+1,082.6%
+366.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | -4.1% | +7.2% | -11.3% | -4.5% |
| 30D | +2.3% | +0.8% | +1.5% | +2.3% |
| 3M | -8.2% | -14.0% | +5.8% | -7.5% |
| 6M | -35.1% | -19.7% | -15.3% | -34.4% |
| YTD | -54.0% | -4.6% | -49.4% | -54.0% |
| 1Y | -65.3% | -14.3% | -51.0% | -65.1% |
| 3Y | -62.6% | +4.0% | -66.6% | -65.6% |
| 5Y | -64.8% | -62.2% | -2.6% | -66.9% |
| 10Y | +45.1% | +241.4% | -196.3% | -31.8% |
| All | +1,449.4% | +1,082.6% | +366.8% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling