-29.6%
CLS vs GME
+15.0%
-44.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.6% | -12.6% | -9.5% |
| 7D | -21.1% | +7.8% | -28.9% | -22.1% |
| 30D | -38.2% | -0.4% | -37.8% | -38.0% |
| 3M | -36.3% | +30.9% | -67.2% | -38.8% |
| 6M | -43.8% | +5.5% | -49.3% | -43.8% |
| YTD | -20.0% | +25.2% | -45.2% | -25.7% |
| 1Y | -29.6% | +14.4% | -44.0% | -33.5% |
| All | -29.6% | +15.0% | -44.5% | -33.5% |
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