-44.5%
FLUT vs GME
+98.5%
-143.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.7% |
| 7D | -1.5% | +4.8% | -6.2% | -1.6% |
| 30D | +3.4% | -4.3% | +7.7% | +3.5% |
| 3M | -12.5% | +35.3% | -47.8% | -13.3% |
| 6M | -18.5% | +4.7% | -23.2% | -18.7% |
| YTD | -61.6% | +26.6% | -88.3% | -61.9% |
| 1Y | -64.1% | +18.3% | -82.4% | -64.3% |
| 3Y | -44.5% | +102.8% | -147.3% | -48.7% |
| All | -44.5% | +98.5% | -143.0% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling