+67.1%
FDX vs GME
-62.8%
+130.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.5% | +7.2% | -9.7% | -2.8% |
| 30D | +3.8% | +0.8% | +3.0% | +3.7% |
| 3M | -1.3% | -14.0% | +12.7% | -0.7% |
| 6M | +5.0% | -19.7% | +24.8% | +6.0% |
| YTD | +39.6% | -4.6% | +44.2% | +39.7% |
| 1Y | +81.1% | -14.3% | +95.5% | +81.9% |
| 3Y | +63.0% | +4.0% | +59.0% | +48.7% |
| All | +67.1% | -62.8% | +130.0% | +60.6% |
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