-23.4%
CLF vs GME
+106.8%
-130.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.3% |
| 7D | +10.4% | +2.9% | +7.5% | +10.2% |
| 30D | +0.6% | -4.8% | +5.3% | +0.9% |
| 3M | +4.1% | +39.2% | -35.1% | +1.8% |
| 6M | +15.1% | +17.1% | -2.0% | +13.6% |
| YTD | -4.7% | +28.7% | -33.5% | -6.5% |
| 1Y | +20.4% | +23.3% | -3.0% | +18.4% |
| 3Y | -23.4% | +112.9% | -136.3% | -30.3% |
| All | -23.4% | +106.8% | -130.2% | -30.3% |
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 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