+225.6%
FANG vs GME
-56.3%
+281.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.4% |
| 7D | +2.9% | +10.4% | -7.5% | +2.5% |
| 30D | +2.6% | +14.1% | -11.5% | +2.0% |
| 3M | +7.6% | -4.6% | +12.2% | +7.7% |
| 6M | +17.3% | -13.5% | +30.9% | +17.8% |
| YTD | +38.7% | +5.3% | +33.3% | +37.9% |
| 1Y | +51.6% | -14.9% | +66.5% | +52.1% |
| 3Y | +50.0% | +24.3% | +25.7% | +37.7% |
| All | +225.6% | -56.3% | +281.9% | +234.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling