-72.3%
FLNC vs GME
-53.4%
-18.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.8% | -4.8% |
| 7D | -5.0% | +6.0% | -11.0% | -6.3% |
| 30D | -26.1% | +8.3% | -34.4% | -27.5% |
| 3M | -55.2% | -9.1% | -46.1% | -54.5% |
| 6M | -42.6% | -16.3% | -26.3% | -40.9% |
| YTD | -51.0% | +1.5% | -52.6% | -51.7% |
| 1Y | +43.3% | -16.3% | +59.7% | +47.2% |
| 3Y | -63.4% | +15.1% | -78.5% | -75.2% |
| All | -72.3% | -53.4% | -18.9% | -79.7% |
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