-62.0%
GME vs FDS
-20.4%
-41.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | +0.2% |
| 7D | +0.4% | -5.4% | +5.8% | +2.5% |
| 30D | -1.4% | +1.6% | -3.0% | -2.3% |
| 3M | -15.1% | +17.7% | -32.9% | -21.7% |
| 6M | -22.5% | +29.1% | -51.5% | -32.4% |
| YTD | -5.9% | +1.0% | -6.9% | -7.5% |
| 1Y | -18.6% | -21.6% | +3.0% | -8.1% |
| 3Y | +6.7% | -30.1% | +36.8% | +23.7% |
| 5Y | -62.0% | -20.7% | -41.2% | -51.1% |
| All | -62.0% | -20.4% | -41.6% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling