+295.8%
FTI vs GME
+285.6%
+10.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.8% |
| 7D | -4.4% | +10.4% | -14.8% | -4.9% |
| 30D | +1.5% | +14.1% | -12.6% | +0.7% |
| 3M | +8.2% | -4.6% | +12.8% | +8.4% |
| 6M | +18.8% | -13.5% | +32.4% | +19.5% |
| YTD | +71.7% | +5.3% | +66.3% | +70.7% |
| 1Y | +90.0% | -14.9% | +104.9% | +91.1% |
| 3Y | +270.5% | +24.3% | +246.2% | +236.6% |
| 5Y | +1,084.5% | -55.6% | +1,140.1% | +1,004.7% |
| All | +295.8% | +285.6% | +10.2% | +83.1% |
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