+456.3%
GME vs CRL
+354.1%
+102.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +6.0% | +8.9% | -2.9% | +3.5% |
| 30D | -5.9% | +14.0% | -19.9% | -9.9% |
| 3M | +38.2% | +19.8% | +18.3% | +30.3% |
| 6M | +14.5% | +102.0% | -87.5% | -7.8% |
| YTD | +27.6% | +70.8% | -43.3% | +6.6% |
| 1Y | +19.9% | +98.7% | -78.8% | -4.3% |
| 3Y | +104.3% | +98.2% | +6.1% | +57.4% |
| 5Y | -49.3% | -11.7% | -37.6% | -54.3% |
| All | +456.3% | +354.1% | +102.3% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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