+53.3%
FLNC vs GME
-15.8%
+69.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | -4.9% | +7.2% | -12.1% | -6.5% |
| 30D | -27.3% | +0.8% | -28.1% | -27.4% |
| 3M | -61.9% | -14.0% | -47.9% | -60.6% |
| 6M | -34.5% | -19.7% | -14.8% | -32.6% |
| YTD | -47.7% | -4.6% | -43.1% | -51.1% |
| 1Y | +53.3% | -14.3% | +67.7% | +57.4% |
| All | +53.3% | -15.8% | +69.2% | +57.4% |
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