+158.3%
CAT vs GME
+106.8%
+51.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +7.4% | +2.9% | +4.5% | +7.4% |
| 30D | -19.7% | -4.8% | -14.9% | -19.6% |
| 3M | -29.6% | +39.2% | -68.8% | -30.2% |
| 6M | -33.2% | +17.1% | -50.3% | -33.5% |
| YTD | +5.7% | +28.7% | -23.1% | +4.8% |
| 1Y | +9.3% | +23.3% | -14.0% | +8.6% |
| 3Y | +158.3% | +112.9% | +45.4% | +147.9% |
| All | +158.3% | +106.8% | +51.5% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling