+109.8%
FE vs GME
+509.0%
-399.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.4% | -0.5% |
| 7D | 0.0% | +3.7% | -3.7% | -0.1% |
| 30D | +5.2% | +2.2% | +3.0% | +5.2% |
| 3M | 0.0% | +30.6% | -30.7% | -0.2% |
| 6M | +5.0% | -0.2% | +5.2% | +5.0% |
| YTD | +7.9% | +25.1% | -17.2% | +7.7% |
| 1Y | +6.3% | +17.7% | -11.3% | +6.2% |
| 3Y | +46.0% | +85.7% | -39.6% | +43.6% |
| 5Y | +45.6% | -52.9% | +98.5% | +44.0% |
| All | +109.8% | +509.0% | -399.2% | +69.6% |
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