+6.7%
GME vs FDS
-30.4%
+37.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.6% |
| 7D | +0.4% | -5.4% | +5.8% | +1.5% |
| 30D | -1.4% | +1.6% | -3.0% | -1.8% |
| 3M | -15.1% | +17.7% | -32.9% | -18.5% |
| 6M | -22.5% | +29.1% | -51.5% | -27.5% |
| YTD | -5.9% | +1.0% | -6.9% | -6.1% |
| 1Y | -18.6% | -21.6% | +3.0% | -12.0% |
| 3Y | +6.7% | -30.1% | +36.8% | +10.7% |
| All | +6.7% | -30.4% | +37.1% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling