+80.8%
FITB vs GME
+1,477.0%
-1,396.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -0.6% | +1.6% | -2.2% | -0.7% |
| 30D | +7.0% | -6.2% | +13.2% | +7.6% |
| 3M | -4.8% | +35.8% | -40.5% | -7.5% |
| 6M | +13.5% | +10.3% | +3.3% | +12.2% |
| YTD | +19.1% | +27.2% | -8.2% | +15.9% |
| 1Y | +30.8% | +19.1% | +11.6% | +27.9% |
| 3Y | +141.6% | +103.7% | +37.9% | +98.4% |
| 5Y | +48.3% | -50.0% | +98.3% | +31.4% |
| 10Y | +215.9% | +471.4% | -255.5% | -19.6% |
| All | +80.8% | +1,477.0% | -1,396.2% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling