+206.5%
FITB vs GME
+475.1%
-268.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | +2.8% | +2.9% | -0.2% | +2.6% |
| 30D | +9.8% | -4.8% | +14.6% | +10.0% |
| 3M | -5.2% | +39.2% | -44.4% | -6.6% |
| 6M | +17.3% | +17.1% | +0.3% | +16.3% |
| YTD | +19.3% | +28.7% | -9.4% | +17.7% |
| 1Y | +32.7% | +23.3% | +9.4% | +31.1% |
| 3Y | +141.6% | +112.9% | +28.7% | +120.4% |
| 5Y | +48.9% | -48.8% | +97.7% | +40.7% |
| All | +206.5% | +475.1% | -268.6% | +32.4% |
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