-66.1%
FLUT vs GME
-19.1%
-47.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.0% |
| 7D | -3.6% | +6.0% | -9.6% | -4.3% |
| 30D | -0.3% | +8.3% | -8.7% | -1.4% |
| 3M | -12.6% | -9.1% | -3.6% | -11.8% |
| 6M | -8.0% | -16.3% | +8.3% | -6.8% |
| YTD | -54.1% | +1.5% | -55.7% | -55.1% |
| 1Y | -66.1% | -16.3% | -49.8% | -66.3% |
| All | -66.1% | -19.1% | -47.0% | -66.3% |
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