-9.3%
FLUT vs GME
+285.6%
-294.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.9% |
| 7D | +0.4% | +10.4% | -9.9% | +0.3% |
| 30D | +2.5% | +14.1% | -11.5% | +2.4% |
| 3M | -9.2% | -4.6% | -4.6% | -9.2% |
| 6M | -8.2% | -13.5% | +5.3% | -8.1% |
| YTD | -53.2% | +5.3% | -58.6% | -53.3% |
| 1Y | -65.6% | -14.9% | -50.7% | -65.5% |
| 3Y | -43.6% | +24.3% | -67.8% | -44.2% |
| 5Y | -50.3% | -55.6% | +5.3% | -51.0% |
| All | -9.3% | +285.6% | -294.9% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling