+743.6%
FN vs GME
+497.1%
+246.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.9% | +7.7% | +11.5% |
| 7D | 0.0% | +3.7% | -3.7% | -0.2% |
| 30D | -34.3% | +2.2% | -36.5% | -34.4% |
| 3M | -39.9% | +30.6% | -70.5% | -40.5% |
| 6M | -51.8% | -0.2% | -51.6% | -51.9% |
| YTD | -28.1% | +25.1% | -53.2% | -28.9% |
| 1Y | -29.1% | +17.7% | -46.7% | -29.7% |
| 3Y | +102.4% | +85.7% | +16.8% | +89.8% |
| 5Y | +171.7% | -52.9% | +224.5% | +160.7% |
| All | +743.6% | +497.1% | +246.4% | +408.4% |
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