+1,663.9%
FLUT vs GME
+1,478.1%
+185.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -1.2% | +6.0% | -7.2% | -1.3% |
| 30D | +5.0% | -5.9% | +10.9% | +5.1% |
| 3M | -16.4% | +38.2% | -54.6% | -16.7% |
| 6M | -14.6% | +14.5% | -29.1% | -14.7% |
| YTD | -61.9% | +27.6% | -89.5% | -62.0% |
| 1Y | -65.0% | +19.9% | -85.0% | -65.1% |
| 3Y | -44.8% | +104.3% | -149.1% | -45.7% |
| 5Y | -49.9% | -49.3% | -0.6% | -50.7% |
| 10Y | -26.1% | +473.0% | -499.1% | -24.2% |
| All | +1,663.9% | +1,478.1% | +185.8% | +1,683.7% |
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 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