+351.3%
FERG vs GME
+285.6%
+65.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.7% |
| 7D | -2.6% | +10.4% | -13.0% | -2.7% |
| 30D | -8.9% | +14.1% | -23.0% | -9.0% |
| 3M | -2.0% | -4.6% | +2.6% | -2.0% |
| 6M | -3.2% | -13.5% | +10.3% | -3.1% |
| YTD | +1.5% | +5.3% | -3.8% | +1.4% |
| 1Y | +0.5% | -14.9% | +15.4% | +0.6% |
| 3Y | +50.4% | +24.3% | +26.1% | +48.6% |
| 5Y | +68.7% | -55.6% | +124.3% | +66.9% |
| All | +351.3% | +285.6% | +65.7% | +363.9% |
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