+102.8%
GME vs CRL
+102.9%
-0.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | +4.8% | -1.7% | +6.5% | +5.0% |
| 30D | -4.3% | +14.6% | -18.8% | -7.9% |
| 3M | +35.3% | +24.8% | +10.5% | +27.4% |
| 6M | +4.7% | +94.7% | -89.9% | -12.2% |
| YTD | +26.6% | +73.4% | -46.7% | +8.6% |
| 1Y | +18.3% | +104.7% | -86.3% | -3.1% |
| 3Y | +102.8% | +101.1% | +1.7% | +39.6% |
| All | +102.8% | +102.9% | -0.1% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling