+1,335.0%
FERG vs GME
+389.8%
+945.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | +3.4% | +0.4% | +3.0% | +3.4% |
| 30D | -11.5% | -1.4% | -10.1% | -11.5% |
| 3M | +1.3% | -15.1% | +16.4% | +1.5% |
| 6M | -1.0% | -22.5% | +21.5% | -0.7% |
| YTD | +3.2% | -5.9% | +9.1% | +3.2% |
| 1Y | -3.0% | -18.6% | +15.7% | -2.8% |
| 3Y | +55.0% | +6.7% | +48.4% | +52.8% |
| 5Y | +72.6% | -62.0% | +134.6% | +70.6% |
| 10Y | +358.9% | +239.5% | +119.5% | +349.4% |
| All | +1,335.0% | +389.8% | +945.2% | +1,276.9% |
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 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