+100.8%
CAG vs GME
+1,127.7%
-1,026.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.1% |
| 7D | -6.6% | +4.8% | -11.5% | -6.7% |
| 30D | +2.3% | +5.9% | -3.6% | +2.1% |
| 3M | +16.3% | -10.7% | +27.0% | +16.6% |
| 6M | -16.0% | -19.8% | +3.8% | -15.6% |
| YTD | -7.7% | -0.9% | -6.8% | -7.8% |
| 1Y | -16.0% | -15.7% | -0.4% | -15.8% |
| 3Y | -37.7% | +12.3% | -50.0% | -40.6% |
| 5Y | -41.2% | -60.1% | +18.8% | -43.3% |
| 10Y | -33.8% | +265.3% | -299.1% | -55.3% |
| All | +100.8% | +1,127.7% | -1,026.9% | +15.4% |
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