+41.1%
CLS vs GME
-15.8%
+56.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.6% | +7.2% | -2.6% | +3.0% |
| 30D | -13.9% | +0.8% | -14.7% | -14.1% |
| 3M | -26.6% | -14.0% | -12.6% | -24.3% |
| 6M | +15.4% | -19.7% | +35.1% | +20.5% |
| YTD | +5.7% | -4.6% | +10.2% | +1.1% |
| 1Y | +41.1% | -14.3% | +55.5% | +46.5% |
| All | +41.1% | -15.8% | +56.9% | +46.5% |
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