+235.5%
FFIV vs GME
+271.8%
-36.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.6% |
| 7D | +1.6% | +6.0% | -4.4% | +1.4% |
| 30D | -3.7% | +8.3% | -12.1% | -4.0% |
| 3M | +2.0% | -9.1% | +11.0% | +2.2% |
| 6M | +39.3% | -16.3% | +55.6% | +39.8% |
| YTD | +56.1% | +1.5% | +54.6% | +55.8% |
| 1Y | +22.0% | -16.3% | +38.3% | +22.4% |
| 3Y | +148.2% | +15.1% | +133.1% | +138.1% |
| 5Y | +96.3% | -57.2% | +153.5% | +90.1% |
| All | +235.5% | +271.8% | -36.2% | +122.2% |
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