+644.7%
FLEX vs GME
+470.0%
+174.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +17.1% | +6.0% | +11.1% | +16.8% |
| 30D | -29.5% | -5.9% | -23.7% | -29.4% |
| 3M | -37.3% | +38.2% | -75.5% | -38.0% |
| 6M | -44.1% | +14.5% | -58.6% | -44.4% |
| YTD | +29.3% | +27.6% | +1.7% | +27.9% |
| 1Y | +24.2% | +19.9% | +4.2% | +23.1% |
| 3Y | +297.3% | +104.3% | +193.0% | +270.6% |
| 5Y | +446.2% | -49.3% | +495.5% | +422.4% |
| All | +644.7% | +470.0% | +174.8% | +266.2% |
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