-54.0%
GME vs CAPR
+142.6%
-196.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.7% | -0.7% | +3.8% |
| 7D | +3.7% | +41.1% | -37.4% | +2.8% |
| 30D | +2.2% | +11.1% | -8.9% | +1.9% |
| 3M | +30.6% | +115.3% | -84.7% | +27.7% |
| 6M | -0.2% | -73.8% | +73.6% | +1.2% |
| YTD | +25.1% | -68.8% | +93.9% | +26.0% |
| 1Y | +17.7% | +43.3% | -25.7% | +6.9% |
| 3Y | +85.7% | +214.7% | -129.0% | +21.8% |
| All | -54.0% | +142.6% | -196.6% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling