+47.5%
FITB vs GME
-49.3%
+96.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.1% |
| 3M | -5.2% | +39.2% | -44.4% | -6.9% |
| 6M | +17.3% | +17.1% | +0.3% | +16.1% |
| YTD | +19.3% | +28.7% | -9.4% | +17.3% |
| 1Y | +32.7% | +23.3% | +9.4% | +30.7% |
| 3Y | +141.6% | +112.9% | +28.7% | +105.4% |
| All | +47.5% | -49.3% | +96.8% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling