-27.0%
FIS vs GME
+5.6%
-32.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.8% |
| 7D | +1.5% | +1.6% | -0.1% | +1.8% |
| 30D | -11.8% | -6.2% | -5.7% | -11.4% |
| 3M | -28.5% | +35.8% | -64.3% | -28.0% |
| 6M | -27.0% | +10.3% | -37.3% | -28.1% |
| All | -27.0% | +5.6% | -32.6% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling