+104.7%
FLEX vs GME
-16.6%
+121.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.7% |
| 7D | +7.0% | +0.4% | +6.5% | +6.8% |
| 30D | -5.8% | -1.4% | -4.4% | -5.5% |
| 3M | -24.2% | -15.1% | -9.1% | -21.7% |
| 6M | +90.8% | -22.5% | +113.3% | +101.9% |
| YTD | +89.2% | -5.9% | +95.1% | +85.3% |
| 1Y | +104.7% | -18.6% | +123.4% | +111.1% |
| All | +104.7% | -16.6% | +121.3% | +111.1% |
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