+265.3%
GME vs FDS
+72.8%
+192.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.4% | +8.7% | +6.4% |
| 7D | +4.8% | -8.8% | +13.6% | +7.8% |
| 30D | +5.9% | -1.4% | +7.2% | +6.0% |
| 3M | -10.7% | +13.9% | -24.6% | -15.5% |
| 6M | -19.8% | +27.4% | -47.2% | -27.8% |
| YTD | -0.9% | -2.5% | +1.5% | -2.5% |
| 1Y | -15.7% | -23.8% | +8.1% | -9.7% |
| 3Y | +12.3% | -32.5% | +44.8% | +24.3% |
| 5Y | -60.1% | -23.2% | -36.9% | -57.2% |
| 10Y | +265.3% | +76.4% | +188.9% | +154.8% |
| All | +265.3% | +72.8% | +192.5% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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