-50.6%
GME vs FLR
+112.0%
-162.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +2.9% | +5.4% | -2.5% | +1.4% |
| 30D | -4.8% | +2.8% | -7.6% | -5.7% |
| 3M | +39.2% | -6.4% | +45.6% | +40.8% |
| 6M | +17.1% | +8.8% | +8.3% | +11.4% |
| YTD | +28.7% | +23.6% | +5.1% | +15.5% |
| 1Y | +23.3% | +13.8% | +9.5% | +13.5% |
| 3Y | +112.9% | +36.5% | +76.5% | +65.3% |
| All | -50.6% | +112.0% | -162.6% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling