+110.5%
GME vs FGI
+5.7%
+104.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | +0.4% |
| 7D | +1.6% | +6.9% | -5.2% | +1.6% |
| 30D | -6.2% | +3.9% | -10.1% | -6.2% |
| 3M | +35.8% | +74.3% | -38.5% | +35.2% |
| 6M | +10.3% | +28.9% | -18.7% | +9.9% |
| YTD | +27.2% | +39.1% | -11.9% | +26.8% |
| 1Y | +19.1% | +49.3% | -30.2% | +18.7% |
| All | +110.5% | +5.7% | +104.7% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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