+2,054.3%
FLUT vs GME
+1,080.2%
+974.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -1.6% | +7.2% | -8.9% | -1.7% |
| 30D | +7.7% | +0.8% | +7.0% | +7.7% |
| 3M | -0.7% | -14.0% | +13.3% | -0.6% |
| 6M | -11.2% | -19.7% | +8.6% | -11.0% |
| YTD | -53.4% | -4.6% | -48.9% | -53.4% |
| 1Y | -65.8% | -14.3% | -51.4% | -65.7% |
| 3Y | -44.9% | +4.0% | -48.9% | -45.5% |
| 5Y | -49.7% | -62.2% | +12.5% | -50.3% |
| 10Y | -9.7% | +241.4% | -251.1% | -6.9% |
| All | +2,054.3% | +1,080.2% | +974.1% | +2,085.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling