+76.3%
CL vs GME
+520.4%
-444.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +1.4% |
| 7D | +0.5% | +5.8% | -5.3% | +0.5% |
| 30D | +11.6% | -3.7% | +15.2% | +11.6% |
| 3M | +5.6% | +33.6% | -28.0% | +5.6% |
| 6M | +13.2% | +5.4% | +7.8% | +13.2% |
| YTD | +26.9% | +27.4% | -0.5% | +26.9% |
| 1Y | +27.3% | +19.0% | +8.3% | +27.3% |
| 3Y | +39.7% | +101.5% | -61.8% | +39.6% |
| 5Y | +41.3% | -50.5% | +91.8% | +41.3% |
| 10Y | +76.3% | +493.3% | -417.1% | +55.4% |
| All | +76.3% | +520.4% | -444.2% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling