-58.2%
GME vs CLBK
+41.1%
-99.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +5.7% |
| 7D | +4.8% | -1.5% | +6.3% | +5.3% |
| 30D | +5.9% | +6.7% | -0.8% | +3.7% |
| 3M | -10.7% | +21.2% | -31.9% | -15.8% |
| 6M | -19.8% | +42.0% | -61.8% | -27.9% |
| YTD | -0.9% | +63.3% | -64.2% | -14.6% |
| 1Y | -15.7% | +65.4% | -81.1% | -27.9% |
| 3Y | +12.3% | +52.5% | -40.2% | -2.5% |
| All | -58.2% | +41.1% | -99.3% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling