+284.0%
FITB vs GME
+285.6%
-1.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.4% |
| 7D | -0.3% | +10.4% | -10.7% | -0.7% |
| 30D | -5.7% | +14.1% | -19.7% | -6.2% |
| 3M | +3.2% | -4.6% | +7.8% | +3.3% |
| 6M | +23.4% | -13.5% | +36.9% | +24.0% |
| YTD | +18.8% | +5.3% | +13.5% | +18.3% |
| 1Y | +25.0% | -14.9% | +39.9% | +25.5% |
| 3Y | +131.2% | +24.3% | +106.9% | +115.9% |
| 5Y | +70.7% | -55.6% | +126.2% | +62.3% |
| All | +284.0% | +285.6% | -1.6% | +74.2% |
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 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