+131.1%
FITB vs GME
+4.1%
+127.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.6% |
| 7D | +2.8% | +0.4% | +2.4% | +2.8% |
| 30D | -4.5% | -1.4% | -3.1% | -4.5% |
| 3M | +5.7% | -15.1% | +20.8% | +6.1% |
| 6M | +17.1% | -22.5% | +39.6% | +17.9% |
| YTD | +18.3% | -5.9% | +24.3% | +18.4% |
| 1Y | +23.9% | -18.6% | +42.5% | +24.4% |
| 3Y | +131.1% | +6.7% | +124.4% | +123.0% |
| All | +131.1% | +4.1% | +127.0% | +123.0% |
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