+1,980.9%
CLS vs GME
-49.3%
+2,030.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.5% |
| 7D | +16.3% | +2.9% | +13.4% | +16.1% |
| 30D | -25.7% | -4.8% | -20.9% | -25.4% |
| 3M | -30.9% | +39.2% | -70.1% | -32.4% |
| 6M | -35.5% | +17.1% | -52.6% | -36.3% |
| YTD | -18.7% | +28.7% | -47.4% | -20.3% |
| 1Y | -17.9% | +23.3% | -41.2% | -19.3% |
| 3Y | +838.1% | +112.9% | +725.2% | +684.5% |
| All | +1,980.9% | -49.3% | +2,030.1% | +1,848.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling