+592.9%
CLF vs GME
+1,450.5%
-857.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.2% |
| 7D | -19.6% | +3.7% | -23.3% | -20.0% |
| 30D | -5.0% | +2.2% | -7.2% | -5.3% |
| 3M | -6.3% | +30.6% | -36.9% | -9.7% |
| 6M | +2.8% | -0.2% | +3.0% | +2.3% |
| YTD | -13.7% | +25.1% | -38.8% | -16.8% |
| 1Y | +13.6% | +17.7% | -4.1% | +10.3% |
| 3Y | -34.0% | +85.7% | -119.6% | -49.2% |
| 5Y | -48.7% | -52.9% | +4.1% | -55.9% |
| 10Y | +113.4% | +504.9% | -391.5% | -67.4% |
| All | +592.9% | +1,450.5% | -857.6% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling