+626.9%
FLEX vs GME
+483.4%
+143.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.6% |
| 7D | -13.6% | +4.8% | -18.4% | -13.8% |
| 30D | -36.5% | -4.3% | -32.2% | -36.4% |
| 3M | -36.4% | +35.3% | -71.8% | -37.2% |
| 6M | -46.5% | +4.7% | -51.2% | -46.6% |
| YTD | +25.9% | +26.6% | -0.7% | +24.6% |
| 1Y | +19.6% | +18.3% | +1.2% | +18.6% |
| 3Y | +287.0% | +102.8% | +184.2% | +261.0% |
| 5Y | +466.6% | -48.9% | +515.6% | +441.9% |
| 10Y | +626.9% | +480.5% | +146.5% | +256.5% |
| All | +626.9% | +483.4% | +143.5% | +256.5% |
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