+211.6%
FTI vs GME
+106.8%
+104.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.1% |
| 7D | +4.3% | +2.9% | +1.4% | +4.3% |
| 30D | -4.7% | -4.8% | +0.1% | -4.6% |
| 3M | -13.5% | +39.2% | -52.7% | -13.9% |
| 6M | -8.7% | +17.1% | -25.8% | -8.9% |
| YTD | +49.0% | +28.7% | +20.3% | +48.4% |
| 1Y | +54.0% | +23.3% | +30.7% | +53.5% |
| 3Y | +211.6% | +112.9% | +98.7% | +214.3% |
| All | +211.6% | +106.8% | +104.8% | +214.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling