+2,105.4%
FIX vs GME
-62.8%
+2,168.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +6.0% | +7.2% | -1.2% | +5.6% |
| 30D | -7.2% | +0.8% | -8.0% | -7.3% |
| 3M | -15.9% | -14.0% | -1.9% | -15.3% |
| 6M | +12.7% | -19.7% | +32.5% | +13.8% |
| YTD | +72.8% | -4.6% | +77.4% | +72.7% |
| 1Y | +122.9% | -14.3% | +137.2% | +124.0% |
| 3Y | +774.3% | +4.0% | +770.3% | +710.6% |
| All | +2,105.4% | -62.8% | +2,168.3% | +2,032.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling