+466.2%
GME vs CAPR
-98.9%
+565.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +26.5% | -26.0% | 0.0% |
| 7D | +1.6% | +25.8% | -24.2% | +1.2% |
| 30D | -6.2% | +50.2% | -56.4% | -6.9% |
| 3M | +35.8% | +185.5% | -149.7% | +32.9% |
| 6M | +10.3% | -64.8% | +75.1% | +10.7% |
| YTD | +27.2% | -61.1% | +88.4% | +27.3% |
| 1Y | +19.1% | +81.0% | -61.9% | +11.9% |
| 3Y | +103.7% | +300.7% | -197.0% | +84.9% |
| 5Y | -50.0% | +223.3% | -273.3% | -54.7% |
| 10Y | +471.4% | -58.8% | +530.2% | +399.5% |
| All | +466.2% | -98.9% | +565.0% | +406.4% |
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