+389.4%
FISV vs GME
+1,066.0%
-676.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -4.0% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -3.0% | -1.4% | -1.5% | -2.9% |
| 3M | -3.5% | -15.1% | +11.6% | -2.8% |
| 6M | -19.4% | -22.5% | +3.1% | -18.5% |
| YTD | -24.3% | -5.9% | -18.4% | -24.2% |
| 1Y | -62.4% | -18.6% | -43.7% | -62.1% |
| 3Y | -58.2% | +6.7% | -64.8% | -61.1% |
| 5Y | -56.5% | -62.0% | +5.5% | -58.8% |
| 10Y | -0.5% | +239.5% | -240.0% | -51.3% |
| All | +389.4% | +1,066.0% | -676.6% | +61.9% |
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