+290.5%
GME vs FLR
+19.7%
+270.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.4% |
| 7D | +10.4% | -3.5% | +13.9% | +11.3% |
| 30D | +14.1% | +4.2% | +9.9% | +12.7% |
| 3M | -4.6% | +8.1% | -12.7% | -7.6% |
| 6M | -13.5% | +21.5% | -35.1% | -19.8% |
| YTD | +5.3% | +36.8% | -31.4% | -5.8% |
| 1Y | -14.9% | +31.2% | -46.1% | -23.4% |
| 3Y | +24.3% | +53.9% | -29.6% | +2.1% |
| 5Y | -55.6% | +243.0% | -298.6% | -71.0% |
| All | +290.5% | +19.7% | +270.7% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling