+120.9%
FE vs GME
+483.4%
-362.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -0.5% | +4.8% | -5.3% | -0.6% |
| 30D | +4.3% | -4.3% | +8.6% | +4.3% |
| 3M | +0.4% | +35.3% | -34.9% | +0.2% |
| 6M | +6.9% | +4.7% | +2.2% | +6.9% |
| YTD | +8.0% | +26.6% | -18.6% | +7.8% |
| 1Y | +4.8% | +18.3% | -13.5% | +4.6% |
| 3Y | +49.0% | +102.8% | -53.8% | +46.3% |
| 5Y | +46.2% | -48.9% | +95.1% | +44.5% |
| 10Y | +120.9% | +480.5% | -359.6% | +77.9% |
| All | +120.9% | +483.4% | -362.5% | +77.9% |
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