+5,709.2%
CAT vs GME
+1,082.6%
+4,626.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +1.7% | +7.2% | -5.5% | +1.2% |
| 30D | -6.6% | +0.8% | -7.3% | -6.6% |
| 3M | -13.3% | -14.0% | +0.7% | -12.6% |
| 6M | +11.6% | -19.7% | +31.3% | +12.9% |
| YTD | +42.9% | -4.6% | +47.5% | +42.9% |
| 1Y | +95.4% | -14.3% | +109.8% | +96.5% |
| 3Y | +196.6% | +4.0% | +192.6% | +170.3% |
| 5Y | +321.7% | -62.2% | +383.9% | +294.2% |
| 10Y | +1,140.8% | +241.4% | +899.4% | +410.6% |
| All | +5,709.2% | +1,082.6% | +4,626.6% | +1,542.5% |
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