+276.4%
GME vs CRL
+249.3%
+27.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.1% |
| 7D | +6.0% | -6.9% | +13.0% | +8.2% |
| 30D | +8.3% | -3.2% | +11.5% | +9.2% |
| 3M | -9.1% | +46.5% | -55.6% | -19.2% |
| 6M | -16.3% | +63.1% | -79.4% | -28.8% |
| YTD | +1.5% | +36.9% | -35.3% | -9.2% |
| 1Y | -16.3% | +78.1% | -94.4% | -31.5% |
| 3Y | +15.1% | +36.7% | -21.5% | -0.8% |
| 5Y | -57.2% | -38.1% | -19.1% | -57.7% |
| All | +276.4% | +249.3% | +27.1% | +78.2% |
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