+461.3%
GME vs CRL
+350.3%
+111.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -4.8% | +11.9% | -16.7% | -8.4% |
| 3M | +39.2% | +20.2% | +19.0% | +31.1% |
| 6M | +17.1% | +107.5% | -90.5% | -6.5% |
| YTD | +28.7% | +69.4% | -40.7% | +7.9% |
| 1Y | +23.3% | +99.7% | -76.4% | -1.8% |
| 3Y | +112.9% | +98.8% | +14.2% | +63.9% |
| 5Y | -48.8% | -12.4% | -36.4% | -53.8% |
| All | +461.3% | +350.3% | +111.0% | +171.7% |
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