+778.6%
FDX vs GME
+1,450.5%
-671.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.7% | -3.0% |
| 7D | -1.6% | +3.7% | -5.3% | -1.9% |
| 30D | +6.6% | +2.2% | +4.4% | +6.4% |
| 3M | -2.1% | +30.6% | -32.7% | -3.8% |
| 6M | +2.2% | -0.2% | +2.4% | +1.9% |
| YTD | +33.9% | +25.1% | +8.8% | +31.6% |
| 1Y | +50.2% | +17.7% | +32.6% | +48.1% |
| 3Y | +65.5% | +85.7% | -20.1% | +45.3% |
| 5Y | +74.1% | -52.9% | +127.0% | +60.8% |
| 10Y | +156.7% | +504.9% | -348.2% | +3.2% |
| All | +778.6% | +1,450.5% | -671.9% | +191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling