+3,896.5%
CAT vs GME
+1,450.5%
+2,446.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.6% |
| 7D | -10.3% | +3.7% | -14.0% | -10.5% |
| 30D | -31.2% | +2.2% | -33.4% | -31.3% |
| 3M | -34.7% | +30.6% | -65.3% | -35.9% |
| 6M | -39.5% | -0.2% | -39.3% | -39.7% |
| YTD | -1.7% | +25.1% | -26.8% | -3.5% |
| 1Y | -1.1% | +17.7% | -18.8% | -2.7% |
| 3Y | +143.9% | +85.7% | +58.2% | +113.6% |
| 5Y | +194.8% | -52.9% | +247.7% | +171.7% |
| 10Y | +739.8% | +504.9% | +234.8% | +215.3% |
| All | +3,896.5% | +1,450.5% | +2,446.0% | +1,008.6% |
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