+11.4%
FPS vs GME
-23.7%
+35.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.0% |
| 7D | +10.4% | +0.4% | +10.0% | +10.4% |
| 30D | -16.5% | -1.4% | -15.1% | -16.7% |
| 3M | -45.5% | -15.1% | -30.4% | -46.0% |
| 6M | +2.1% | -22.5% | +24.6% | +2.6% |
| All | +11.4% | -23.7% | +35.1% | +12.1% |
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 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