+1,115.5%
FLEX vs GME
+285.6%
+829.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.7% | +3.5% | +7.1% |
| 7D | +5.7% | +10.4% | -4.7% | +5.3% |
| 30D | -7.0% | +14.1% | -21.1% | -7.5% |
| 3M | -23.8% | -4.6% | -19.2% | -23.7% |
| 6M | +82.6% | -13.5% | +96.2% | +83.4% |
| YTD | +91.6% | +5.3% | +86.3% | +91.0% |
| 1Y | +100.6% | -14.9% | +115.4% | +101.4% |
| 3Y | +479.8% | +24.3% | +455.5% | +450.4% |
| 5Y | +746.5% | -55.6% | +802.1% | +714.1% |
| All | +1,115.5% | +285.6% | +829.9% | +528.0% |
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 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