+25.5%
FLEX vs GME
+19.1%
+6.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +2.2% | +1.6% | +0.6% | +2.0% |
| 30D | -32.6% | -6.2% | -26.5% | -31.8% |
| 3M | -35.5% | +35.8% | -71.2% | -37.9% |
| 6M | -45.6% | +10.3% | -55.8% | -45.6% |
| YTD | +30.7% | +27.2% | +3.5% | +26.2% |
| All | +25.5% | +19.1% | +6.4% | +21.7% |
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