+80.1%
CLF vs GME
+520.4%
-440.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +6.9% |
| 7D | -14.1% | +5.8% | -19.9% | -14.4% |
| 30D | -5.5% | -3.7% | -1.9% | -5.3% |
| 3M | 0.0% | +33.6% | -33.6% | -2.0% |
| 6M | +11.3% | +5.4% | +5.9% | +10.6% |
| YTD | -7.7% | +27.4% | -35.1% | -9.5% |
| 1Y | +17.5% | +19.0% | -1.5% | +15.7% |
| 3Y | -25.4% | +101.5% | -126.9% | -34.3% |
| 5Y | -46.0% | -50.5% | +4.5% | -49.7% |
| 10Y | +80.1% | +493.3% | -413.3% | -32.3% |
| All | +80.1% | +520.4% | -440.4% | -32.3% |
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