+67.5%
FERG vs GME
-58.9%
+126.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.1% |
| 7D | -1.0% | +6.0% | -7.0% | -1.3% |
| 30D | -11.8% | +8.3% | -20.2% | -12.1% |
| 3M | -1.2% | -9.1% | +7.8% | -1.0% |
| 6M | -2.3% | -16.3% | +14.0% | -1.8% |
| YTD | +0.8% | +1.5% | -0.8% | +0.5% |
| 1Y | +0.5% | -16.3% | +16.8% | +0.9% |
| 3Y | +51.4% | +15.1% | +36.2% | +41.7% |
| 5Y | +67.5% | -57.2% | +124.7% | +64.6% |
| All | +67.5% | -58.9% | +126.4% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling