+463.5%
GME vs CAPR
-99.1%
+562.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.9% | +9.3% | -0.5% |
| 7D | +4.8% | +7.6% | -2.9% | +4.6% |
| 30D | -4.3% | +13.3% | -17.5% | -4.5% |
| 3M | +35.3% | +130.4% | -95.1% | +33.0% |
| 6M | +4.7% | -70.8% | +75.5% | +5.5% |
| YTD | +26.6% | -69.3% | +95.9% | +27.2% |
| 1Y | +18.3% | +59.5% | -41.2% | +11.4% |
| 3Y | +102.8% | +216.8% | -114.0% | +84.8% |
| 5Y | -48.9% | +152.7% | -201.6% | -53.6% |
| 10Y | +480.5% | -68.2% | +548.7% | +409.5% |
| All | +463.5% | -99.1% | +562.6% | +406.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling