+239.5%
GME vs CAPR
-77.1%
+316.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.3% |
| 7D | +0.4% | -9.5% | +9.9% | +0.7% |
| 30D | -1.4% | +121.5% | -122.9% | -3.9% |
| 3M | -15.1% | -65.4% | +50.2% | -14.4% |
| 6M | -22.5% | -67.5% | +45.0% | -21.8% |
| YTD | -5.9% | -68.6% | +62.7% | -5.1% |
| 1Y | -18.6% | +42.7% | -61.3% | -26.3% |
| 3Y | +6.7% | +43.4% | -36.7% | -8.1% |
| 5Y | -62.0% | +86.0% | -148.0% | -68.2% |
| 10Y | +239.5% | -77.4% | +316.9% | +169.2% |
| All | +239.5% | -77.1% | +316.6% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling