+663.2%
FLEX vs GME
-62.8%
+726.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -0.9% | +7.2% | -8.1% | -1.4% |
| 30D | -10.1% | +0.8% | -10.9% | -10.2% |
| 3M | -31.3% | -14.0% | -17.4% | -30.7% |
| 6M | +71.3% | -19.7% | +91.0% | +73.6% |
| YTD | +81.2% | -4.6% | +85.8% | +81.4% |
| 1Y | +98.5% | -14.3% | +112.8% | +100.1% |
| 3Y | +428.2% | +4.0% | +424.2% | +372.6% |
| All | +663.2% | -62.8% | +726.1% | +613.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling