-43.9%
FLUT vs GME
+4.1%
-48.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | +3.8% | +0.4% | +3.4% | +3.8% |
| 30D | +6.3% | -1.4% | +7.7% | +6.3% |
| 3M | -4.0% | -15.1% | +11.1% | -3.6% |
| 6M | -10.3% | -22.5% | +12.2% | -9.7% |
| YTD | -53.2% | -5.9% | -47.2% | -53.1% |
| 1Y | -65.0% | -18.6% | -46.4% | -64.9% |
| 3Y | -43.9% | +6.7% | -50.6% | -49.8% |
| All | -43.9% | +4.1% | -48.0% | -49.8% |
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