+693.0%
FN vs GME
+475.1%
+217.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.2% | -7.3% |
| 7D | +0.3% | +2.9% | -2.6% | +0.2% |
| 30D | -16.5% | -4.8% | -11.7% | -16.4% |
| 3M | -42.1% | +39.2% | -81.3% | -42.9% |
| 6M | -52.9% | +17.1% | -70.0% | -53.2% |
| YTD | -28.0% | +28.7% | -56.7% | -28.8% |
| 1Y | -18.5% | +23.3% | -41.8% | -19.3% |
| 3Y | +93.9% | +112.9% | -19.1% | +80.9% |
| 5Y | +170.5% | -48.8% | +219.3% | +159.0% |
| All | +693.0% | +475.1% | +217.9% | +375.1% |
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 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