+38.2%
CL vs GME
+105.0%
-66.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.8% | +6.0% | -6.8% | -0.8% |
| 30D | +9.5% | -5.9% | +15.3% | +9.4% |
| 3M | +6.6% | +38.2% | -31.5% | +6.7% |
| 6M | +13.2% | +14.5% | -1.3% | +13.3% |
| YTD | +26.9% | +27.6% | -0.7% | +27.0% |
| 1Y | +27.6% | +19.9% | +7.7% | +27.7% |
| All | +38.2% | +105.0% | -66.8% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling