+51.5%
CART vs GME
+8.9%
+42.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.0% | +7.2% | -6.2% | +0.7% |
| 30D | +12.6% | +0.8% | +11.8% | +12.6% |
| 3M | +23.1% | -14.0% | +37.1% | +23.9% |
| 6M | +39.5% | -19.7% | +59.3% | +40.8% |
| YTD | +13.5% | -4.6% | +18.1% | +13.6% |
| 1Y | +14.9% | -14.3% | +29.2% | +15.4% |
| All | +51.5% | +8.9% | +42.6% | +52.3% |
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