+3,553.2%
FIX vs GME
+475.1%
+3,078.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | +9.4% | +2.9% | +6.5% | +9.3% |
| 30D | -27.8% | -4.8% | -23.0% | -27.6% |
| 3M | -35.6% | +39.2% | -74.8% | -36.5% |
| 6M | -45.2% | +17.1% | -62.3% | -45.7% |
| YTD | +19.5% | +28.7% | -9.3% | +17.9% |
| 1Y | +24.2% | +23.3% | +0.9% | +22.8% |
| 3Y | +494.2% | +112.9% | +381.2% | +446.7% |
| 5Y | +1,036.1% | -48.8% | +1,085.0% | +980.9% |
| All | +3,553.2% | +475.1% | +3,078.1% | +1,958.4% |
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 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