-80.3%
FIG vs GME
-15.5%
-64.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.4% | -4.3% | -5.3% |
| 7D | -16.4% | +0.4% | -16.8% | -16.4% |
| 30D | -2.3% | -1.4% | -0.9% | -2.1% |
| 3M | +7.8% | -15.1% | +23.0% | +12.1% |
| 6M | -21.8% | -22.5% | +0.6% | -18.0% |
| YTD | -39.1% | -5.9% | -33.2% | -38.4% |
| 1Y | -56.6% | -18.6% | -38.0% | -56.4% |
| All | -80.3% | -15.5% | -64.8% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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