+80.7%
FITB vs GME
+1,479.5%
-1,398.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.3% |
| 7D | -1.1% | +5.8% | -6.9% | -1.6% |
| 30D | +7.3% | -3.7% | +11.0% | +7.7% |
| 3M | -4.0% | +33.6% | -37.6% | -6.6% |
| 6M | +11.9% | +5.4% | +6.5% | +11.0% |
| YTD | +19.0% | +27.4% | -8.5% | +15.8% |
| 1Y | +31.0% | +19.0% | +12.0% | +28.2% |
| 3Y | +143.8% | +101.5% | +42.3% | +100.4% |
| 5Y | +48.9% | -50.5% | +99.3% | +32.0% |
| 10Y | +236.6% | +493.3% | -256.7% | -15.2% |
| All | +80.7% | +1,479.5% | -1,398.8% | -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