+590.4%
GME vs CLBK
+65.6%
+524.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | +6.0% | -1.4% | +7.4% | +6.5% |
| 30D | +8.3% | +4.5% | +3.8% | +6.5% |
| 3M | -9.1% | +22.8% | -31.8% | -15.8% |
| 6M | -16.3% | +43.4% | -59.8% | -27.0% |
| YTD | +1.5% | +64.1% | -62.6% | -15.8% |
| 1Y | -16.3% | +67.6% | -83.9% | -31.6% |
| 3Y | +15.1% | +53.3% | -38.1% | -4.8% |
| 5Y | -57.2% | +44.8% | -102.0% | -65.7% |
| All | +590.4% | +65.6% | +524.8% | +366.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling