+6.9%
FPS vs GME
-19.6%
+26.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.3% | -9.4% | -3.6% |
| 7D | +5.3% | +4.8% | +0.5% | +5.9% |
| 30D | -17.6% | +5.9% | -23.4% | -17.1% |
| 3M | -45.8% | -10.7% | -35.0% | -45.9% |
| 6M | -10.1% | -19.8% | +9.7% | -8.6% |
| All | +6.9% | -19.6% | +26.5% | +8.1% |
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