-11.8%
CAG vs GME
-15.8%
+4.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -3.8% | +7.2% | -11.0% | -3.9% |
| 30D | +3.1% | +0.8% | +2.3% | +3.1% |
| 3M | +23.5% | -14.0% | +37.4% | +23.6% |
| 6M | -14.8% | -19.7% | +4.9% | -14.6% |
| YTD | -5.4% | -4.6% | -0.9% | -6.0% |
| 1Y | -11.8% | -14.3% | +2.5% | -13.4% |
| All | -11.8% | -15.8% | +4.0% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling