+3,759.0%
FIX vs GME
+484.8%
+3,274.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.6% | +5.0% |
| 7D | +6.4% | +1.6% | +4.8% | +6.4% |
| 30D | -29.1% | -6.2% | -22.9% | -28.9% |
| 3M | -31.1% | +35.8% | -66.9% | -32.1% |
| 6M | -42.8% | +10.3% | -53.1% | -43.1% |
| YTD | +24.6% | +27.2% | -2.6% | +23.0% |
| 1Y | +21.9% | +19.1% | +2.8% | +20.7% |
| 3Y | +524.9% | +103.7% | +421.2% | +476.1% |
| 5Y | +1,092.2% | -50.0% | +1,142.2% | +1,035.2% |
| 10Y | +3,759.0% | +471.4% | +3,287.6% | +2,057.8% |
| All | +3,759.0% | +484.8% | +3,274.2% | +2,057.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling