+68.4%
FITB vs GME
-55.8%
+124.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.9% |
| 7D | -0.4% | +4.8% | -5.2% | -0.7% |
| 30D | -5.1% | +5.9% | -11.0% | -5.5% |
| 3M | +3.5% | -10.7% | +14.3% | +4.1% |
| 6M | +17.2% | -19.8% | +37.0% | +18.4% |
| YTD | +17.6% | -0.9% | +18.6% | +17.4% |
| 1Y | +23.4% | -15.7% | +39.0% | +24.1% |
| 3Y | +129.7% | +12.3% | +117.4% | +105.3% |
| 5Y | +68.4% | -60.1% | +128.5% | +62.4% |
| All | +68.4% | -55.8% | +124.2% | +62.4% |
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 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