+25.0%
FLEX vs GME
+15.0%
+10.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.6% | -15.9% | -12.7% |
| 7D | -17.0% | +7.8% | -24.7% | -17.8% |
| 30D | -33.8% | -0.4% | -33.5% | -33.5% |
| 3M | -39.0% | +30.9% | -69.9% | -41.2% |
| 6M | -15.9% | +5.5% | -21.4% | -14.7% |
| YTD | +27.8% | +25.2% | +2.6% | +22.8% |
| 1Y | +25.0% | +14.4% | +10.6% | +19.4% |
| All | +25.0% | +15.0% | +10.0% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling