+66.2%
CART vs GME
+14.4%
+51.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.4% | +0.2% |
| 7D | +3.0% | +3.7% | -0.7% | +2.6% |
| 30D | +28.6% | +2.2% | +26.4% | +28.3% |
| 3M | +29.1% | +30.6% | -1.6% | +25.0% |
| 6M | +44.7% | -0.2% | +44.9% | +45.9% |
| YTD | +29.2% | +25.1% | +4.1% | +23.6% |
| 1Y | +66.2% | +17.7% | +48.5% | +66.4% |
| All | +66.2% | +14.4% | +51.8% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling