+731.8%
FLEX vs GME
+1,082.6%
-350.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -0.9% | +7.2% | -8.1% | -1.5% |
| 30D | -10.1% | +0.8% | -10.9% | -10.2% |
| 3M | -31.3% | -14.0% | -17.4% | -30.5% |
| 6M | +71.3% | -19.7% | +91.0% | +74.2% |
| YTD | +81.2% | -4.6% | +85.8% | +81.3% |
| 1Y | +98.5% | -14.3% | +112.8% | +100.4% |
| 3Y | +428.2% | +4.0% | +424.2% | +366.1% |
| 5Y | +657.3% | -62.2% | +719.5% | +593.5% |
| 10Y | +995.9% | +241.4% | +754.6% | +199.5% |
| All | +731.8% | +1,082.6% | -350.8% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling