+109.2%
FE vs GME
+237.1%
-128.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -2.1% | -1.4% | -0.7% | -2.1% |
| 3M | +2.6% | -15.1% | +17.8% | +2.7% |
| 6M | -6.8% | -22.5% | +15.7% | -6.6% |
| YTD | +6.9% | -5.9% | +12.8% | +6.9% |
| 1Y | +11.6% | -18.6% | +30.2% | +11.7% |
| 3Y | +47.7% | +6.7% | +41.0% | +45.8% |
| 5Y | +46.2% | -62.0% | +108.2% | +44.8% |
| 10Y | +109.2% | +239.5% | -130.3% | +77.6% |
| All | +109.2% | +237.1% | -128.0% | +77.6% |
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 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