+2,604.0%
FFIV vs GME
+1,469.6%
+1,134.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -4.2% | +4.8% | -9.0% | -4.5% |
| 30D | -33.9% | -4.3% | -29.6% | -33.7% |
| 3M | -22.6% | +35.3% | -57.9% | -24.3% |
| 6M | -10.4% | +4.7% | -15.1% | -10.8% |
| YTD | +24.3% | +26.6% | -2.3% | +21.8% |
| 1Y | +31.8% | +18.3% | +13.5% | +29.7% |
| 3Y | +99.5% | +102.8% | -3.3% | +71.9% |
| 5Y | +40.7% | -48.9% | +89.7% | +28.3% |
| 10Y | +126.9% | +480.5% | -353.6% | -17.8% |
| All | +2,604.0% | +1,469.6% | +1,134.3% | +497.1% |
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