+260.6%
FE vs GME
+1,082.6%
-822.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +1.9% | +7.2% | -5.3% | +1.7% |
| 30D | -1.2% | +0.8% | -2.0% | -1.2% |
| 3M | +3.5% | -14.0% | +17.5% | +3.9% |
| 6M | -6.1% | -19.7% | +13.7% | -5.6% |
| YTD | +7.6% | -4.6% | +12.2% | +7.6% |
| 1Y | +11.9% | -14.3% | +26.3% | +12.2% |
| 3Y | +48.4% | +4.0% | +44.4% | +41.9% |
| 5Y | +44.8% | -62.2% | +107.0% | +39.9% |
| 10Y | +115.9% | +241.4% | -125.5% | +37.1% |
| All | +260.6% | +1,082.6% | -822.0% | +75.8% |
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