+1,032.6%
GME vs FDS
+1,502.7%
-470.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +1.0% |
| 7D | +7.2% | -1.9% | +9.1% | +8.0% |
| 30D | +0.8% | +9.0% | -8.2% | -2.9% |
| 3M | -14.0% | +18.9% | -32.8% | -21.0% |
| 6M | -19.7% | +35.1% | -54.9% | -31.1% |
| YTD | -4.6% | +5.5% | -10.1% | -10.1% |
| 1Y | -14.3% | -16.8% | +2.5% | -11.8% |
| 3Y | +4.0% | -28.1% | +32.1% | +12.3% |
| 5Y | -62.2% | -17.4% | -44.8% | -61.2% |
| 10Y | +241.4% | +85.4% | +155.9% | +127.0% |
| All | +1,032.6% | +1,502.7% | -470.1% | +164.9% |
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