+548.7%
GME vs CLBK
+67.9%
+480.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +7.2% | +1.2% | +6.0% | +6.7% |
| 30D | +0.8% | +9.1% | -8.3% | -2.5% |
| 3M | -14.0% | +27.7% | -41.7% | -21.5% |
| 6M | -19.7% | +40.8% | -60.6% | -29.5% |
| YTD | -4.6% | +66.4% | -71.0% | -21.3% |
| 1Y | -14.3% | +72.4% | -86.7% | -30.7% |
| 3Y | +4.0% | +50.7% | -46.7% | -13.4% |
| 5Y | -62.2% | +42.9% | -105.1% | -69.4% |
| All | +548.7% | +67.9% | +480.8% | +335.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling