+19.9%
GME vs CAPR
+65.7%
-45.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.7% | +9.0% | +0.3% |
| 7D | +6.0% | +19.1% | -13.1% | +5.9% |
| 30D | -5.9% | +48.8% | -54.7% | -6.1% |
| 3M | +38.2% | +144.4% | -106.2% | +37.5% |
| 6M | +14.5% | -67.5% | +82.0% | +14.7% |
| YTD | +27.6% | -64.5% | +92.1% | +27.7% |
| 1Y | +19.9% | +74.4% | -54.5% | +17.8% |
| All | +19.9% | +65.7% | -45.8% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling