+221.2%
FIS vs GME
+1,082.6%
-861.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +1.1% | +7.2% | -6.1% | +0.7% |
| 30D | -2.2% | +0.8% | -3.0% | -2.3% |
| 3M | +2.1% | -14.0% | +16.1% | +2.9% |
| 6M | -14.7% | -19.7% | +5.1% | -13.9% |
| YTD | -35.7% | -4.6% | -31.1% | -35.7% |
| 1Y | -37.1% | -14.3% | -22.7% | -36.8% |
| 3Y | -20.0% | +4.0% | -24.0% | -25.9% |
| 5Y | -62.1% | -62.2% | +0.1% | -64.2% |
| 10Y | -37.4% | +241.4% | -278.7% | -69.6% |
| All | +221.2% | +1,082.6% | -861.5% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling