+712.5%
CAT vs GME
+520.4%
+192.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +7.2% |
| 7D | -2.4% | +5.8% | -8.2% | -2.5% |
| 30D | -25.0% | -3.7% | -21.4% | -24.9% |
| 3M | -28.7% | +33.6% | -62.3% | -29.3% |
| 6M | -33.0% | +5.4% | -38.4% | -33.2% |
| YTD | +5.4% | +27.4% | -22.0% | +4.6% |
| 1Y | +7.3% | +19.0% | -11.8% | +6.5% |
| 3Y | +166.0% | +101.5% | +64.5% | +152.8% |
| 5Y | +210.1% | -50.5% | +260.6% | +200.1% |
| 10Y | +712.5% | +493.3% | +219.2% | +410.9% |
| All | +712.5% | +520.4% | +192.1% | +410.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling