+8.9%
CRCL vs GME
-29.1%
+37.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.8% |
| 7D | -11.2% | +10.4% | -21.6% | -14.0% |
| 30D | +27.1% | +14.1% | +13.0% | +21.9% |
| 3M | +9.6% | -4.6% | +14.3% | +10.6% |
| 6M | -19.7% | -13.5% | -6.2% | -18.0% |
| YTD | +14.2% | +5.3% | +8.9% | +7.1% |
| 1Y | -32.2% | -14.9% | -17.3% | -30.9% |
| All | +8.9% | -29.1% | +37.9% | +22.2% |
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