+34.3%
FANG vs GME
+15.0%
+19.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -4.7% |
| 7D | -11.3% | +7.8% | -19.1% | -10.9% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | -4.2% | +30.9% | -35.0% | -2.7% |
| 6M | -13.5% | +5.5% | -18.9% | -13.4% |
| YTD | +23.7% | +25.2% | -1.5% | +21.8% |
| 1Y | +34.3% | +14.4% | +20.0% | +34.0% |
| All | +34.3% | +15.0% | +19.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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