+160.3%
FN vs GME
+3.8%
+156.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | -1.7% | +7.2% | -8.9% | -2.0% |
| 30D | -22.0% | +0.8% | -22.8% | -22.0% |
| 3M | -43.0% | -14.0% | -29.0% | -42.6% |
| 6M | -27.7% | -19.7% | -8.0% | -27.1% |
| YTD | -10.5% | -4.6% | -5.9% | -10.4% |
| 1Y | +12.5% | -14.3% | +26.8% | +13.1% |
| All | +160.3% | +3.8% | +156.5% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling