+39.9%
CL vs GME
-52.7%
+92.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.2% |
| 7D | +1.3% | +3.7% | -2.3% | +1.3% |
| 30D | +11.4% | +2.2% | +9.2% | +11.4% |
| 3M | +4.4% | +30.6% | -26.2% | +4.5% |
| 6M | +10.8% | -0.2% | +11.0% | +10.8% |
| YTD | +25.1% | +25.1% | 0.0% | +25.2% |
| 1Y | +28.0% | +17.7% | +10.3% | +28.0% |
| 3Y | +37.6% | +85.7% | -48.0% | +37.7% |
| All | +39.9% | -52.7% | +92.6% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling