+116.3%
CLF vs GME
+237.1%
-120.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | +6.5% | +0.4% | +6.1% | +6.5% |
| 30D | +0.2% | -1.4% | +1.7% | +0.3% |
| 3M | -3.1% | -15.1% | +12.1% | -2.1% |
| 6M | +25.0% | -22.5% | +47.5% | +27.1% |
| YTD | -7.5% | -5.9% | -1.5% | -7.3% |
| 1Y | +11.5% | -18.6% | +30.2% | +12.9% |
| 3Y | -13.7% | +6.7% | -20.4% | -20.7% |
| 5Y | -47.0% | -62.0% | +15.0% | -49.8% |
| 10Y | +116.3% | +239.5% | -123.1% | +15.4% |
| All | +116.3% | +237.1% | -120.8% | +15.4% |
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