+655.7%
CLF vs GME
+1,082.6%
-426.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +7.6% | +7.2% | +0.4% | +6.6% |
| 30D | -1.2% | +0.8% | -2.0% | -1.3% |
| 3M | -13.4% | -14.0% | +0.6% | -11.8% |
| 6M | +15.4% | -19.7% | +35.2% | +18.4% |
| YTD | -5.9% | -4.6% | -1.3% | -5.8% |
| 1Y | +18.8% | -14.3% | +33.2% | +20.6% |
| 3Y | -19.4% | +4.0% | -23.4% | -32.8% |
| 5Y | -47.7% | -62.2% | +14.5% | -53.8% |
| 10Y | +130.4% | +241.4% | -111.0% | -58.4% |
| All | +655.7% | +1,082.6% | -426.9% | -13.1% |
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