+19.6%
FLEX vs GME
+17.4%
+2.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.6% |
| 7D | -13.6% | +4.8% | -18.4% | -14.1% |
| 30D | -36.5% | -4.3% | -32.2% | -35.8% |
| 3M | -36.4% | +35.3% | -71.8% | -38.8% |
| 6M | -46.5% | +4.7% | -51.2% | -45.8% |
| YTD | +25.9% | +26.6% | -0.7% | +21.7% |
| 1Y | +19.6% | +18.3% | +1.2% | +12.0% |
| All | +19.6% | +17.4% | +2.2% | +12.0% |
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 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