-59.6%
FLUT vs GME
+21.5%
-81.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -0.7% | +2.9% | -3.6% | -0.8% |
| 30D | +9.3% | -4.8% | +14.0% | +9.6% |
| 3M | -17.5% | +39.2% | -56.7% | -20.3% |
| 6M | -14.6% | +17.1% | -31.7% | -16.2% |
| YTD | -62.3% | +28.7% | -91.0% | -63.7% |
| 1Y | -59.6% | +23.3% | -83.0% | -61.2% |
| All | -59.6% | +21.5% | -81.1% | -61.2% |
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