+18.8%
CLF vs GME
+18.1%
+0.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +6.7% |
| 7D | -14.1% | +5.8% | -19.9% | -14.7% |
| 30D | -5.5% | -3.7% | -1.9% | -5.1% |
| 3M | 0.0% | +33.6% | -33.6% | -4.2% |
| 6M | +11.3% | +5.4% | +5.9% | +11.7% |
| YTD | -7.7% | +27.4% | -35.1% | -8.5% |
| All | +18.8% | +18.1% | +0.7% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling