+28.5%
CLS vs GME
-19.1%
+47.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -3.0% |
| 7D | +5.0% | +6.0% | -1.1% | +3.7% |
| 30D | +4.8% | +8.3% | -3.6% | +3.0% |
| 3M | -10.4% | -9.1% | -1.3% | -8.9% |
| 6M | +20.8% | -16.3% | +37.1% | +24.8% |
| YTD | +10.0% | +1.5% | +8.5% | +4.2% |
| 1Y | +28.5% | -16.3% | +44.9% | +32.4% |
| All | +28.5% | -19.1% | +47.6% | +32.4% |
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