-14.3%
GME vs FLR
+31.2%
-45.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | -0.1% |
| 7D | +7.2% | +5.4% | +1.8% | +6.6% |
| 30D | +0.8% | +11.4% | -10.6% | -0.5% |
| 3M | -14.0% | +11.4% | -25.4% | -15.3% |
| 6M | -19.7% | +16.6% | -36.4% | -21.9% |
| YTD | -4.6% | +41.7% | -46.3% | -11.1% |
| 1Y | -14.3% | +35.4% | -49.8% | -19.0% |
| All | -14.3% | +31.2% | -45.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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