-19.0%
CAG vs GME
-11.9%
-7.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.7% |
| 7D | -5.7% | +10.4% | -16.1% | -5.7% |
| 30D | -2.4% | +14.1% | -16.5% | -2.4% |
| 3M | +9.8% | -4.6% | +14.4% | +9.8% |
| 6M | -10.8% | -13.5% | +2.7% | -10.5% |
| YTD | -10.8% | +5.3% | -16.1% | -11.2% |
| 1Y | -19.0% | -14.9% | -4.1% | -19.3% |
| All | -19.0% | -11.9% | -7.1% | -19.3% |
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