+93.0%
FOXA vs GME
-58.9%
+151.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +2.0% |
| 7D | -3.7% | +6.0% | -9.8% | -4.0% |
| 30D | +5.4% | +8.3% | -3.0% | +4.9% |
| 3M | -3.7% | -9.1% | +5.3% | -3.3% |
| 6M | +12.6% | -16.3% | +28.9% | +13.3% |
| YTD | -10.0% | +1.5% | -11.5% | -10.2% |
| 1Y | +15.0% | -16.3% | +31.4% | +15.7% |
| 3Y | +115.1% | +15.1% | +100.0% | +98.3% |
| 5Y | +93.0% | -57.2% | +150.2% | +80.4% |
| All | +93.0% | -58.9% | +151.9% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling