+4.7%
FE vs GME
+15.9%
-11.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.4% | -0.3% |
| 7D | 0.0% | +3.7% | -3.7% | +0.1% |
| 30D | +5.2% | +2.2% | +3.0% | +5.3% |
| 3M | 0.0% | +30.6% | -30.7% | +0.9% |
| 6M | +5.0% | -0.2% | +5.2% | +5.1% |
| YTD | +7.9% | +25.1% | -17.2% | +7.4% |
| All | +4.7% | +15.9% | -11.2% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling