+2.0%
FISV vs GME
+285.6%
-283.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +5.3% |
| 7D | -2.7% | +10.4% | -13.1% | -2.9% |
| 30D | 0.0% | +14.1% | -14.0% | -0.2% |
| 3M | -2.8% | -4.6% | +1.9% | -2.7% |
| 6M | -11.8% | -13.5% | +1.7% | -11.7% |
| YTD | -23.2% | +5.3% | -28.5% | -23.3% |
| 1Y | -62.0% | -14.9% | -47.1% | -61.9% |
| 3Y | -57.6% | +24.3% | -81.9% | -58.7% |
| 5Y | -53.4% | -55.6% | +2.2% | -54.4% |
| All | +2.0% | +285.6% | -283.6% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling