+99.1%
FFIV vs GME
-55.8%
+154.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.3% | -1.4% | +3.6% |
| 7D | +3.5% | +4.8% | -1.4% | +3.2% |
| 30D | -1.3% | +5.9% | -7.2% | -1.6% |
| 3M | +2.4% | -10.7% | +13.1% | +2.9% |
| 6M | +41.8% | -19.8% | +61.6% | +43.1% |
| YTD | +58.5% | -0.9% | +59.5% | +58.3% |
| 1Y | +24.3% | -15.7% | +40.0% | +25.0% |
| 3Y | +152.0% | +12.3% | +139.7% | +129.5% |
| 5Y | +99.1% | -60.1% | +159.2% | +87.7% |
| All | +99.1% | -55.8% | +154.9% | +87.7% |
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