-21.7%
FN vs GME
+18.1%
-39.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +11.6% |
| 7D | +16.3% | +5.8% | +10.5% | +15.8% |
| 30D | -24.7% | -3.7% | -21.1% | -24.4% |
| 3M | -34.9% | +33.6% | -68.5% | -37.0% |
| 6M | -41.1% | +5.4% | -46.5% | -40.8% |
| YTD | -19.6% | +27.4% | -47.1% | -23.0% |
| All | -21.7% | +18.1% | -39.8% | -27.7% |
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