+2.7%
GME vs FGI
-66.3%
+69.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | +0.1% |
| 7D | +6.0% | +13.5% | -7.5% | +5.7% |
| 30D | -5.9% | +17.1% | -23.0% | -6.3% |
| 3M | +38.2% | +78.0% | -39.8% | +34.0% |
| 6M | +14.5% | +46.4% | -31.9% | +11.3% |
| YTD | +27.6% | +47.7% | -20.1% | +22.0% |
| 1Y | +19.9% | +56.8% | -36.9% | +13.5% |
| 3Y | +104.3% | +12.3% | +92.0% | +87.2% |
| All | +2.7% | -66.3% | +69.0% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling