+524.3%
CLS vs GME
+1,477.0%
-952.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.5% |
| 7D | +2.8% | +1.6% | +1.1% | +2.7% |
| 30D | -30.1% | -6.2% | -23.9% | -29.7% |
| 3M | -21.7% | +35.8% | -57.5% | -23.7% |
| 6M | -36.2% | +10.3% | -46.5% | -36.9% |
| YTD | -17.8% | +27.2% | -45.1% | -19.8% |
| 1Y | -26.8% | +19.1% | -45.9% | -28.2% |
| 3Y | +853.4% | +103.7% | +749.6% | +700.8% |
| 5Y | +2,005.0% | -50.0% | +2,055.0% | +1,799.1% |
| 10Y | +1,929.4% | +471.4% | +1,458.0% | +510.9% |
| All | +524.3% | +1,477.0% | -952.7% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling