-39.3%
CAG vs GME
+14.2%
-53.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -2.7% |
| 7D | -5.9% | +6.0% | -11.9% | -5.9% |
| 30D | -1.5% | +8.3% | -9.9% | -1.5% |
| 3M | +11.5% | -9.1% | +20.5% | +11.5% |
| 6M | -15.7% | -16.3% | +0.6% | -15.7% |
| YTD | -10.2% | +1.5% | -11.7% | -10.2% |
| 1Y | -18.1% | -16.3% | -1.7% | -18.1% |
| All | -39.3% | +14.2% | -53.5% | -37.3% |
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 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