-71.1%
FIS vs GME
-48.9%
-22.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.7% |
| 7D | +1.5% | +1.6% | -0.1% | +1.4% |
| 30D | -11.8% | -6.2% | -5.7% | -11.6% |
| 3M | -28.5% | +35.8% | -64.3% | -29.6% |
| 6M | -27.0% | +10.3% | -37.3% | -27.5% |
| YTD | -53.1% | +27.2% | -80.3% | -53.8% |
| 1Y | -52.8% | +19.1% | -71.9% | -53.3% |
| 3Y | -37.5% | +103.7% | -141.2% | -45.9% |
| 5Y | -71.1% | -50.0% | -21.1% | -74.1% |
| All | -71.1% | -48.9% | -22.2% | -74.1% |
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