+1.5%
CARR vs GME
+18.5%
-16.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.4% |
| 7D | -3.8% | +10.4% | -14.2% | -4.0% |
| 30D | -8.9% | +14.1% | -23.0% | -9.2% |
| 3M | -17.3% | -4.6% | -12.7% | -17.3% |
| 6M | -1.4% | -13.5% | +12.1% | -1.1% |
| YTD | +10.0% | +5.3% | +4.7% | +9.7% |
| 1Y | -6.4% | -14.9% | +8.5% | -6.1% |
| 3Y | +1.5% | +24.3% | -22.7% | +1.6% |
| All | +1.5% | +18.5% | -16.9% | +1.6% |
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