+175.5%
FDX vs GME
+237.1%
-61.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.6% |
| 7D | -3.3% | +0.4% | -3.7% | -3.3% |
| 30D | -1.4% | -1.4% | 0.0% | -1.4% |
| 3M | -4.5% | -15.1% | +10.6% | -4.1% |
| 6M | +9.4% | -22.5% | +31.9% | +10.2% |
| YTD | +36.0% | -5.9% | +41.9% | +36.1% |
| 1Y | +75.5% | -18.6% | +94.2% | +76.3% |
| 3Y | +62.8% | +6.7% | +56.1% | +55.3% |
| 5Y | +64.4% | -62.0% | +126.4% | +58.8% |
| 10Y | +175.5% | +239.5% | -64.0% | +68.9% |
| All | +175.5% | +237.1% | -61.7% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling