+2,625.3%
FN vs GME
+680.0%
+1,945.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.9% | -10.4% | -14.1% |
| 7D | -16.0% | +0.7% | -16.7% | -16.0% |
| 30D | -40.1% | -2.4% | -37.7% | -40.0% |
| 3M | -43.9% | +27.1% | -71.0% | -44.6% |
| 6M | -55.6% | -0.2% | -55.4% | -55.7% |
| YTD | -35.7% | +20.4% | -56.0% | -36.4% |
| 1Y | -39.8% | +9.8% | -49.6% | -40.3% |
| 3Y | +80.3% | +74.3% | +6.0% | +65.5% |
| 5Y | +143.3% | -54.7% | +198.0% | +131.0% |
| 10Y | +682.3% | +482.0% | +200.2% | +287.3% |
| All | +2,625.3% | +680.0% | +1,945.3% | +997.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling