-62.0%
GME vs CRL
-37.4%
-24.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.5% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | -1.4% | +5.0% | -6.4% | -3.3% |
| 3M | -15.1% | +50.6% | -65.7% | -27.4% |
| 6M | -22.5% | +60.9% | -83.4% | -36.2% |
| YTD | -5.9% | +40.7% | -46.7% | -18.9% |
| 1Y | -18.6% | +73.3% | -92.0% | -36.2% |
| 3Y | +6.7% | +40.6% | -33.9% | -12.0% |
| 5Y | -62.0% | -37.0% | -25.0% | -66.5% |
| All | -62.0% | -37.4% | -24.6% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling