-29.1%
FN vs GME
+14.4%
-43.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.9% | +7.7% | +11.3% |
| 7D | 0.0% | +3.7% | -3.7% | -0.2% |
| 30D | -34.3% | +2.2% | -36.5% | -34.1% |
| 3M | -39.9% | +30.6% | -70.5% | -41.6% |
| 6M | -51.8% | -0.2% | -51.6% | -51.0% |
| YTD | -28.1% | +25.1% | -53.2% | -30.8% |
| 1Y | -29.1% | +17.7% | -46.7% | -35.1% |
| All | -29.1% | +14.4% | -43.5% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling