+33.7%
GME vs FBTC
+59.7%
-26.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.9% |
| 7D | +6.0% | -5.8% | +11.9% | +7.9% |
| 30D | +8.3% | +21.4% | -13.1% | +1.9% |
| 3M | -9.1% | +24.5% | -33.5% | -15.5% |
| 6M | -16.3% | +9.9% | -26.2% | -19.6% |
| YTD | +1.5% | -12.0% | +13.6% | +3.7% |
| 1Y | -16.3% | -32.3% | +16.0% | -6.4% |
| All | +33.7% | +59.7% | -26.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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