+51.6%
FANG vs GME
-11.9%
+63.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.1% |
| 7D | +2.9% | +10.4% | -7.5% | +3.1% |
| 30D | +2.6% | +14.1% | -11.5% | +2.9% |
| 3M | +7.6% | -4.6% | +12.2% | +7.4% |
| 6M | +17.3% | -13.5% | +30.9% | +16.3% |
| YTD | +38.7% | +5.3% | +33.3% | +35.2% |
| 1Y | +51.6% | -14.9% | +66.5% | +48.4% |
| All | +51.6% | -11.9% | +63.5% | +48.4% |
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