+129.1%
FIS vs GME
+1,495.6%
-1,366.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.1% |
| 7D | +2.8% | +2.9% | -0.1% | +2.7% |
| 30D | -16.7% | -4.8% | -11.9% | -16.6% |
| 3M | -32.3% | +39.2% | -71.5% | -33.5% |
| 6M | -29.1% | +17.1% | -46.1% | -29.8% |
| YTD | -54.1% | +28.7% | -82.9% | -54.9% |
| 1Y | -53.7% | +23.3% | -77.0% | -54.4% |
| 3Y | -38.8% | +112.9% | -151.8% | -45.5% |
| 5Y | -71.1% | -48.8% | -22.3% | -73.1% |
| 10Y | -53.1% | +478.2% | -531.2% | -78.6% |
| All | +129.1% | +1,495.6% | -1,366.5% | -25.1% |
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 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