-13.1%
CAVA vs GME
-11.9%
-1.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.9% |
| 7D | -8.0% | +10.4% | -18.4% | -9.5% |
| 30D | -19.6% | +14.1% | -33.6% | -21.3% |
| 3M | -36.7% | -4.6% | -32.0% | -35.9% |
| 6M | -30.6% | -13.5% | -17.1% | -28.7% |
| YTD | -4.8% | +5.3% | -10.1% | -6.2% |
| 1Y | -13.1% | -14.9% | +1.8% | -12.3% |
| All | -13.1% | -11.9% | -1.2% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling