+695.3%
CAT vs GME
+470.0%
+225.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +9.3% | +6.0% | +3.3% | +9.2% |
| 30D | -21.5% | -5.9% | -15.6% | -21.4% |
| 3M | -29.1% | +38.2% | -67.3% | -29.7% |
| 6M | -33.4% | +14.5% | -47.9% | -33.7% |
| YTD | +6.6% | +27.6% | -21.0% | +5.7% |
| 1Y | +6.5% | +19.9% | -13.4% | +5.8% |
| 3Y | +162.7% | +104.3% | +58.4% | +149.5% |
| 5Y | +214.2% | -49.3% | +263.5% | +203.9% |
| All | +695.3% | +470.0% | +225.4% | +412.7% |
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