-55.8%
FISV vs GME
-58.9%
+3.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.5% |
| 7D | -7.2% | +6.0% | -13.2% | -7.4% |
| 30D | -7.2% | +8.3% | -15.5% | -7.5% |
| 3M | -8.2% | -9.1% | +0.9% | -7.9% |
| 6M | -17.7% | -16.3% | -1.4% | -17.3% |
| YTD | -27.2% | +1.5% | -28.7% | -27.3% |
| 1Y | -63.0% | -16.3% | -46.6% | -62.8% |
| 3Y | -59.8% | +15.1% | -74.9% | -62.3% |
| 5Y | -55.8% | -57.2% | +1.4% | -59.2% |
| All | -55.8% | -58.9% | +3.1% | -59.2% |
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