-40.9%
FIS vs GME
+255.4%
-296.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.3% | -8.7% | -3.5% |
| 7D | -9.1% | +4.8% | -13.9% | -9.2% |
| 30D | -10.4% | +5.9% | -16.3% | -10.5% |
| 3M | -3.7% | -10.7% | +7.0% | -3.5% |
| 6M | -24.8% | -19.8% | -5.0% | -24.5% |
| YTD | -41.6% | -0.9% | -40.6% | -41.6% |
| 1Y | -42.7% | -15.7% | -27.1% | -42.6% |
| 3Y | -26.2% | +12.3% | -38.5% | -28.2% |
| 5Y | -66.1% | -60.1% | -6.1% | -66.9% |
| 10Y | -40.9% | +265.3% | -306.2% | -55.0% |
| All | -40.9% | +255.4% | -296.2% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling