-61.0%
FLNC vs GME
+18.5%
-79.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.3% | +1.9% |
| 7D | -4.1% | +10.4% | -14.4% | -5.6% |
| 30D | -24.8% | +14.1% | -38.9% | -26.3% |
| 3M | -59.1% | -4.6% | -54.5% | -58.9% |
| 6M | -42.0% | -13.5% | -28.4% | -41.0% |
| YTD | -49.8% | +5.3% | -55.1% | -50.6% |
| 1Y | +43.1% | -14.9% | +58.0% | +45.4% |
| 3Y | -61.0% | +24.3% | -85.2% | -71.4% |
| All | -61.0% | +18.5% | -79.4% | -71.4% |
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 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