+29.4%
FFIV vs GME
+21.5%
+7.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | -0.5% | +2.9% | -3.5% | -0.9% |
| 30D | -32.4% | -4.8% | -27.6% | -32.0% |
| 3M | -25.7% | +39.2% | -64.9% | -28.3% |
| 6M | -13.5% | +17.1% | -30.6% | -15.4% |
| YTD | +21.1% | +28.7% | -7.6% | +16.7% |
| 1Y | +29.4% | +23.3% | +6.1% | +24.0% |
| All | +29.4% | +21.5% | +7.9% | +24.0% |
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