-2.3%
FERG vs GME
-15.8%
+13.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | 0.0% | +7.2% | -7.3% | -0.2% |
| 30D | -10.2% | +0.8% | -11.0% | -10.2% |
| 3M | -0.6% | -14.0% | +13.4% | 0.0% |
| 6M | -6.5% | -19.7% | +13.2% | -5.5% |
| YTD | +4.2% | -4.6% | +8.8% | +0.7% |
| 1Y | -2.3% | -14.3% | +12.1% | -6.6% |
| All | -2.3% | -15.8% | +13.6% | -6.6% |
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 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