+2,667.9%
FTI vs GME
+1,082.6%
+1,585.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +5.3% | +7.2% | -1.9% | +4.6% |
| 30D | +15.3% | +0.8% | +14.5% | +15.2% |
| 3M | +15.8% | -14.0% | +29.7% | +17.2% |
| 6M | +22.6% | -19.7% | +42.3% | +24.6% |
| YTD | +79.5% | -4.6% | +84.1% | +79.5% |
| 1Y | +102.0% | -14.3% | +116.4% | +103.7% |
| 3Y | +315.8% | +4.0% | +311.8% | +261.9% |
| 5Y | +1,129.5% | -62.2% | +1,191.7% | +1,010.9% |
| 10Y | +320.9% | +241.4% | +79.6% | +41.9% |
| All | +2,667.9% | +1,082.6% | +1,585.3% | +593.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling