-80.9%
FIG vs GME
-11.0%
-69.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.3% | -8.5% | -4.5% |
| 7D | -14.5% | +4.8% | -19.3% | -15.4% |
| 30D | -13.3% | +5.9% | -19.2% | -14.5% |
| 3M | +7.4% | -10.7% | +18.1% | +10.3% |
| 6M | -27.8% | -19.8% | -8.0% | -24.8% |
| YTD | -41.1% | -0.9% | -40.2% | -41.2% |
| 1Y | -58.7% | -15.7% | -43.0% | -59.2% |
| All | -80.9% | -11.0% | -69.9% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling