+141.1%
FITB vs GME
+104.4%
+36.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -0.6% | +1.6% | -2.2% | -0.6% |
| 30D | +7.0% | -6.2% | +13.2% | +7.2% |
| 3M | -4.8% | +35.8% | -40.5% | -5.5% |
| 6M | +13.5% | +10.3% | +3.3% | +13.2% |
| YTD | +19.1% | +27.2% | -8.2% | +18.3% |
| 1Y | +30.8% | +19.1% | +11.6% | +30.0% |
| All | +141.1% | +104.4% | +36.7% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling