+5,993.3%
FIX vs GME
+237.1%
+5,756.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.4% |
| 7D | +6.1% | +0.4% | +5.6% | +6.0% |
| 30D | -2.7% | -1.4% | -1.3% | -2.6% |
| 3M | -10.9% | -15.1% | +4.2% | -10.4% |
| 6M | +29.0% | -22.5% | +51.5% | +30.2% |
| YTD | +76.9% | -5.9% | +82.8% | +76.9% |
| 1Y | +130.7% | -18.6% | +149.4% | +132.1% |
| 3Y | +790.7% | +6.7% | +784.0% | +744.0% |
| 5Y | +2,185.6% | -62.0% | +2,247.6% | +2,100.9% |
| 10Y | +5,993.3% | +239.5% | +5,753.8% | +3,515.8% |
| All | +5,993.3% | +237.1% | +5,756.2% | +3,515.8% |
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