+1,403.3%
GME vs CRL
+992.6%
+410.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | +4.8% | -1.7% | +6.5% | +5.1% |
| 30D | -4.3% | +14.6% | -18.8% | -8.7% |
| 3M | +35.3% | +24.8% | +10.5% | +25.6% |
| 6M | +4.7% | +94.7% | -89.9% | -15.7% |
| YTD | +26.6% | +73.4% | -46.7% | +4.2% |
| 1Y | +18.3% | +104.7% | -86.3% | -7.7% |
| 3Y | +102.8% | +101.1% | +1.7% | +52.1% |
| 5Y | -48.9% | -10.8% | -38.1% | -52.0% |
| 10Y | +480.5% | +358.8% | +121.7% | +195.5% |
| All | +1,403.3% | +992.6% | +410.7% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling