+333.5%
CAT vs GME
-62.6%
+396.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.1% |
| 7D | +5.6% | +0.4% | +5.1% | +5.5% |
| 30D | -2.3% | -1.4% | -0.9% | -2.3% |
| 3M | -10.0% | -15.1% | +5.1% | -9.4% |
| 6M | +21.2% | -22.5% | +43.7% | +22.5% |
| YTD | +44.4% | -5.9% | +50.4% | +44.5% |
| 1Y | +96.3% | -18.6% | +114.9% | +97.6% |
| 3Y | +203.9% | +6.7% | +197.2% | +181.0% |
| 5Y | +333.5% | -62.0% | +395.5% | +317.0% |
| All | +333.5% | -62.6% | +396.1% | +317.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling