-50.2%
GME vs FDS
-23.3%
-26.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +4.8% | -2.0% | +6.8% | +5.5% |
| 30D | -4.3% | +13.5% | -17.8% | -8.9% |
| 3M | +35.3% | +15.2% | +20.2% | +27.0% |
| 6M | +4.7% | +47.0% | -42.3% | -13.4% |
| YTD | +26.6% | +13.9% | +12.8% | +18.2% |
| 1Y | +18.3% | +25.2% | -6.8% | +3.7% |
| 3Y | +102.8% | -25.3% | +128.1% | +135.6% |
| All | -50.2% | -23.3% | -26.9% | -46.2% |
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