+256.8%
FLEX vs GME
+79.6%
+177.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.9% | +0.6% | +4.4% |
| 7D | -19.3% | +3.7% | -23.0% | -19.4% |
| 30D | -41.5% | +2.2% | -43.7% | -41.6% |
| 3M | -43.1% | +30.6% | -73.7% | -43.7% |
| 6M | -48.2% | -0.2% | -48.0% | -48.2% |
| YTD | +15.5% | +25.1% | -9.6% | +14.4% |
| 1Y | +10.2% | +17.7% | -7.4% | +9.4% |
| 3Y | +256.8% | +85.7% | +171.2% | +239.5% |
| All | +256.8% | +79.6% | +177.3% | +239.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling