+794.1%
FN vs GME
+483.4%
+310.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -4.7% |
| 7D | -4.1% | +4.8% | -8.9% | -4.2% |
| 30D | -28.3% | -4.3% | -24.1% | -28.2% |
| 3M | -33.9% | +35.3% | -69.2% | -34.7% |
| 6M | -43.9% | +4.7% | -48.6% | -44.1% |
| YTD | -23.4% | +26.6% | -50.1% | -24.3% |
| 1Y | -25.4% | +18.3% | -43.7% | -26.0% |
| 3Y | +107.9% | +102.8% | +5.1% | +94.3% |
| 5Y | +195.1% | -48.9% | +244.0% | +182.6% |
| 10Y | +794.1% | +480.5% | +313.6% | +431.9% |
| All | +794.1% | +483.4% | +310.7% | +431.9% |
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