+92.4%
FOXA vs GME
+675.4%
-583.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.6% | +1.0% |
| 7D | +0.8% | +10.4% | -9.6% | +0.4% |
| 30D | +5.0% | +14.1% | -9.0% | +4.5% |
| 3M | -3.0% | -4.6% | +1.6% | -2.9% |
| 6M | +14.8% | -13.5% | +28.3% | +15.3% |
| YTD | -8.9% | +5.3% | -14.2% | -9.3% |
| 1Y | +13.3% | -14.9% | +28.2% | +13.8% |
| 3Y | +115.4% | +24.3% | +91.1% | +102.0% |
| 5Y | +95.3% | -55.6% | +150.8% | +86.0% |
| All | +92.4% | +675.4% | -583.1% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling