+11.7%
CRCL vs GME
-33.3%
+45.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.3% | -8.6% | -5.0% |
| 7D | +4.9% | +4.8% | +0.1% | +3.3% |
| 30D | +38.7% | +5.9% | +32.8% | +36.2% |
| 3M | +14.7% | -10.7% | +25.4% | +18.1% |
| 6M | -16.9% | -19.8% | +2.9% | -13.1% |
| YTD | +17.3% | -0.9% | +18.2% | +12.1% |
| 1Y | -21.2% | -15.7% | -5.5% | -19.4% |
| All | +11.7% | -33.3% | +45.0% | +27.9% |
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