+883.3%
FTI vs GME
-49.3%
+932.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | +4.3% | +2.9% | +1.4% | +4.2% |
| 30D | -4.7% | -4.8% | +0.1% | -4.5% |
| 3M | -13.5% | +39.2% | -52.7% | -14.8% |
| 6M | -8.7% | +17.1% | -25.8% | -9.5% |
| YTD | +49.0% | +28.7% | +20.3% | +47.0% |
| 1Y | +54.0% | +23.3% | +30.7% | +52.1% |
| 3Y | +211.6% | +112.9% | +98.7% | +173.6% |
| All | +883.3% | -49.3% | +932.6% | +832.3% |
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 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