+1,414.5%
GME vs FDS
+1,660.6%
-246.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +6.0% | -2.6% | +8.6% | +7.0% |
| 30D | -5.9% | +14.1% | -19.9% | -10.9% |
| 3M | +38.2% | +19.8% | +18.4% | +27.0% |
| 6M | +14.5% | +55.0% | -40.4% | -7.1% |
| YTD | +27.6% | +15.9% | +11.7% | +14.7% |
| 1Y | +19.9% | +24.2% | -4.2% | +4.3% |
| 3Y | +104.3% | -24.0% | +128.3% | +113.9% |
| 5Y | -49.3% | -23.3% | -26.0% | -46.8% |
| 10Y | +473.0% | +128.0% | +345.0% | +246.2% |
| All | +1,414.5% | +1,660.6% | -246.1% | +238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling