+1,075.8%
GME vs FLR
+321.3%
+754.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.5% | +6.3% |
| 7D | +4.8% | -3.1% | +8.0% | +5.8% |
| 30D | +5.9% | +4.9% | +0.9% | +4.1% |
| 3M | -10.7% | +10.8% | -21.5% | -14.9% |
| 6M | -19.8% | +19.7% | -39.5% | -26.3% |
| YTD | -0.9% | +38.4% | -39.3% | -13.5% |
| 1Y | -15.7% | +34.7% | -50.4% | -26.3% |
| 3Y | +12.3% | +56.7% | -44.3% | -11.6% |
| 5Y | -60.1% | +241.6% | -301.7% | -76.2% |
| 10Y | +265.3% | +20.2% | +245.1% | +140.2% |
| All | +1,075.8% | +321.3% | +754.4% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling