+156.3%
FDX vs GME
+520.4%
-364.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.4% |
| 7D | +0.2% | +5.8% | -5.6% | 0.0% |
| 30D | +9.3% | -3.7% | +13.0% | +9.4% |
| 3M | +0.5% | +33.6% | -33.1% | -0.5% |
| 6M | +5.3% | +5.4% | -0.1% | +5.0% |
| YTD | +38.6% | +27.4% | +11.2% | +37.3% |
| 1Y | +53.5% | +19.0% | +34.5% | +52.3% |
| 3Y | +74.2% | +101.5% | -27.3% | +62.6% |
| 5Y | +75.3% | -50.5% | +125.7% | +67.8% |
| 10Y | +156.3% | +493.3% | -337.1% | +42.4% |
| All | +156.3% | +520.4% | -364.2% | +42.4% |
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 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