+40.9%
FFIV vs GME
-53.9%
+94.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.4% | +2.1% |
| 7D | -2.1% | +5.8% | -7.9% | -2.4% |
| 30D | -33.8% | -3.7% | -30.1% | -33.7% |
| 3M | -20.6% | +33.6% | -54.2% | -21.8% |
| 6M | -10.2% | +5.4% | -15.6% | -10.6% |
| YTD | +24.5% | +27.4% | -3.0% | +22.6% |
| 1Y | +29.3% | +19.0% | +10.3% | +27.8% |
| 3Y | +103.8% | +101.5% | +2.3% | +77.6% |
| 5Y | +40.9% | -50.5% | +91.3% | +30.2% |
| All | +40.9% | -53.9% | +94.8% | +30.2% |
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 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