+414.1%
CARR vs GME
+2,098.4%
-1,684.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.3% |
| 7D | -4.1% | +6.0% | -10.2% | -4.2% |
| 30D | -11.0% | +8.3% | -19.3% | -11.1% |
| 3M | -16.4% | -9.1% | -7.3% | -16.3% |
| 6M | -2.4% | -16.3% | +14.0% | -2.1% |
| YTD | +8.4% | +1.5% | +6.9% | +8.3% |
| 1Y | -8.0% | -16.3% | +8.3% | -7.8% |
| 3Y | +0.6% | +15.1% | -14.6% | -1.8% |
| 5Y | +7.7% | -57.2% | +64.9% | +5.4% |
| All | +414.1% | +2,098.4% | -1,684.3% | +348.9% |
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