+80.9%
FITB vs GME
+1,082.6%
-1,001.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.6% | +7.2% | -6.6% | 0.0% |
| 30D | -4.7% | +0.8% | -5.5% | -4.8% |
| 3M | +6.7% | -14.0% | +20.6% | +7.9% |
| 6M | +12.6% | -19.7% | +32.3% | +14.4% |
| YTD | +19.1% | -4.6% | +23.7% | +19.1% |
| 1Y | +22.6% | -14.3% | +37.0% | +23.6% |
| 3Y | +127.1% | +4.0% | +123.1% | +98.9% |
| 5Y | +71.8% | -62.2% | +134.0% | +56.0% |
| 10Y | +287.2% | +241.4% | +45.8% | +8.4% |
| All | +80.9% | +1,082.6% | -1,001.7% | -63.0% |
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