-49.4%
FIX vs GME
+3.4%
-52.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.9% | +1.5% | +5.9% |
| 7D | -17.5% | +3.7% | -21.1% | -16.9% |
| 30D | -41.6% | +2.2% | -43.8% | -41.0% |
| 3M | -40.6% | +30.6% | -71.2% | -37.8% |
| 6M | -49.4% | -0.2% | -49.2% | -49.9% |
| All | -49.4% | +3.4% | -52.7% | -49.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling