-57.2%
GME vs FLR
+230.6%
-287.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.2% |
| 7D | +6.0% | -6.9% | +12.9% | +8.1% |
| 30D | +8.3% | +1.1% | +7.2% | +7.8% |
| 3M | -9.1% | +14.3% | -23.4% | -13.8% |
| 6M | -16.3% | +19.1% | -35.4% | -22.8% |
| YTD | +1.5% | +35.1% | -33.6% | -10.6% |
| 1Y | -16.3% | +29.5% | -45.8% | -25.9% |
| 3Y | +15.1% | +53.0% | -37.9% | -13.0% |
| 5Y | -57.2% | +238.9% | -296.1% | -77.0% |
| All | -57.2% | +230.6% | -287.7% | -77.0% |
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 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