+697.3%
CAH vs GME
+1,066.0%
-368.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.7% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | +1.7% | -1.4% | +3.1% | +1.8% |
| 3M | +17.9% | -15.1% | +33.0% | +18.5% |
| 6M | +10.9% | -22.5% | +33.4% | +11.9% |
| YTD | +17.9% | -5.9% | +23.8% | +17.9% |
| 1Y | +61.7% | -18.6% | +80.3% | +62.5% |
| 3Y | +183.7% | +6.7% | +177.1% | +165.6% |
| 5Y | +401.3% | -62.0% | +463.3% | +376.5% |
| 10Y | +293.7% | +239.5% | +54.2% | +102.2% |
| All | +697.3% | +1,066.0% | -368.7% | +195.5% |
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