+493.3%
GME vs CAPR
-64.9%
+558.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.6% | +1.6% |
| 7D | +5.8% | +36.0% | -30.3% | +4.9% |
| 30D | -3.7% | +25.8% | -29.5% | -4.3% |
| 3M | +33.6% | +140.8% | -107.3% | +29.8% |
| 6M | +5.4% | -67.6% | +73.0% | +6.3% |
| YTD | +27.4% | -65.9% | +93.3% | +28.0% |
| 1Y | +19.0% | +66.1% | -47.1% | +7.4% |
| 3Y | +101.5% | +256.9% | -155.4% | +68.3% |
| 5Y | -50.5% | +172.1% | -222.6% | -58.9% |
| 10Y | +493.3% | -64.7% | +558.0% | +354.0% |
| All | +493.3% | -64.9% | +558.3% | +354.0% |
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