+3,689.8%
FN vs GME
+518.3%
+3,171.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 1Y | +12.5% | -14.3% | +26.8% | +13.1% |
| 3Y | +153.8% | +4.0% | +149.8% | +139.0% |
| 5Y | +288.0% | -62.2% | +350.2% | +272.1% |
| 10Y | +906.4% | +241.4% | +665.1% | +440.5% |
| All | +3,689.8% | +518.3% | +3,171.5% | +1,445.0% |
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