+324.6%
GME vs CAPR
-99.1%
+423.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +7.2% | -2.0% | +9.2% | +7.2% |
| 30D | +0.8% | +139.2% | -138.4% | -0.9% |
| 3M | -14.0% | -66.4% | +52.4% | -13.5% |
| 6M | -19.7% | -63.1% | +43.4% | -19.5% |
| YTD | -4.6% | -67.4% | +62.8% | -4.1% |
| 1Y | -14.3% | +58.2% | -72.6% | -19.4% |
| 3Y | +4.0% | +42.2% | -38.2% | -4.0% |
| 5Y | -62.2% | +87.3% | -149.5% | -65.5% |
| 10Y | +241.4% | -75.3% | +316.6% | +199.7% |
| All | +324.6% | -99.1% | +423.6% | +281.5% |
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 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