-35.5%
FLNC vs GME
-17.1%
-18.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +5.3% | -13.6% | -8.5% |
| 7D | -4.2% | +4.8% | -9.0% | -4.3% |
| 30D | -20.0% | +5.9% | -25.9% | -20.3% |
| 3M | -56.9% | -10.7% | -46.1% | -56.3% |
| 6M | -35.5% | -19.8% | -15.7% | -37.1% |
| All | -35.5% | -17.1% | -18.4% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling