+3,038.3%
CLS vs GME
+255.4%
+2,782.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +0.9% |
| 7D | +20.1% | +4.8% | +15.2% | +19.9% |
| 30D | +6.0% | +5.9% | +0.2% | +5.8% |
| 3M | -10.3% | -10.7% | +0.4% | -9.9% |
| 6M | +24.5% | -19.8% | +44.3% | +25.5% |
| YTD | +12.9% | -0.9% | +13.8% | +12.7% |
| 1Y | +36.7% | -15.7% | +52.4% | +37.4% |
| 3Y | +1,328.1% | +12.3% | +1,315.8% | +1,252.6% |
| 5Y | +3,682.3% | -60.1% | +3,742.4% | +3,539.8% |
| 10Y | +3,038.3% | +265.3% | +2,773.0% | +1,590.3% |
| All | +3,038.3% | +255.4% | +2,782.9% | +1,590.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling