+4,184.5%
CAT vs GME
+1,479.5%
+2,705.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +7.1% |
| 7D | -2.4% | +5.8% | -8.2% | -2.8% |
| 30D | -25.0% | -3.7% | -21.4% | -24.9% |
| 3M | -28.7% | +33.6% | -62.3% | -30.2% |
| 6M | -33.0% | +5.4% | -38.4% | -33.4% |
| YTD | +5.4% | +27.4% | -22.0% | +3.3% |
| 1Y | +7.3% | +19.0% | -11.8% | +5.5% |
| 3Y | +166.0% | +101.5% | +64.5% | +131.8% |
| 5Y | +210.1% | -50.5% | +260.6% | +184.8% |
| 10Y | +712.5% | +493.3% | +219.2% | +207.5% |
| All | +4,184.5% | +1,479.5% | +2,705.0% | +1,087.2% |
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