-26.5%
FIS vs GME
+11.4%
-37.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.3% | -8.7% | -3.6% |
| 7D | -9.1% | +4.8% | -13.9% | -9.2% |
| 30D | -10.4% | +5.9% | -16.3% | -10.6% |
| 3M | -3.7% | -10.7% | +7.0% | -3.5% |
| 6M | -24.8% | -19.8% | -5.0% | -24.4% |
| YTD | -41.6% | -0.9% | -40.6% | -41.6% |
| 1Y | -42.7% | -15.7% | -27.1% | -42.6% |
| All | -26.5% | +11.4% | -37.9% | -31.7% |
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