+90.3%
FOXA vs GME
+592.6%
-502.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -0.6% | +0.4% | -1.0% | -0.6% |
| 30D | +2.3% | -1.4% | +3.7% | +2.4% |
| 3M | -2.8% | -15.1% | +12.3% | -2.2% |
| 6M | +9.6% | -22.5% | +32.1% | +10.6% |
| YTD | -9.9% | -5.9% | -4.0% | -9.8% |
| 1Y | +5.4% | -18.6% | +24.0% | +6.0% |
| 3Y | +115.3% | +6.7% | +108.6% | +103.2% |
| 5Y | +93.1% | -62.0% | +155.1% | +85.1% |
| All | +90.3% | +592.6% | -502.3% | +10.7% |
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