-65.6%
FIS vs GME
-62.6%
-3.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.8% |
| 7D | -3.5% | +0.4% | -3.9% | -3.5% |
| 30D | -7.8% | -1.4% | -6.4% | -7.8% |
| 3M | +0.8% | -15.1% | +16.0% | +1.6% |
| 6M | -21.9% | -22.5% | +0.6% | -21.1% |
| YTD | -39.5% | -5.9% | -33.6% | -39.4% |
| 1Y | -41.0% | -18.6% | -22.3% | -40.6% |
| 3Y | -23.6% | +6.7% | -30.3% | -30.9% |
| 5Y | -65.6% | -62.0% | -3.6% | -68.5% |
| All | -65.6% | -62.6% | -3.1% | -68.5% |
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