+226.3%
CLSK vs GME
+18.5%
+207.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +6.1% |
| 7D | +7.7% | +10.4% | -2.7% | +5.8% |
| 30D | +12.2% | +14.1% | -1.8% | +9.7% |
| 3M | -15.5% | -4.6% | -10.8% | -15.1% |
| 6M | +39.3% | -13.5% | +52.9% | +42.1% |
| YTD | +35.1% | +5.3% | +29.8% | +32.6% |
| 1Y | +34.0% | -14.9% | +48.9% | +36.5% |
| 3Y | +226.3% | +24.3% | +202.0% | +148.2% |
| All | +226.3% | +18.5% | +207.8% | +148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling