+18.6%
GME vs FDS
+23.8%
-5.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +4.8% | -2.0% | +6.8% | +4.9% |
| 30D | -4.3% | +13.5% | -17.8% | -5.4% |
| 3M | +35.3% | +15.2% | +20.2% | +33.2% |
| 6M | +4.7% | +47.0% | -42.3% | -0.9% |
| YTD | +26.6% | +13.9% | +12.8% | +23.9% |
| All | +18.6% | +23.8% | -5.3% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling