+493.3%
GME vs FIVE
+596.6%
-103.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | 0.0% |
| 7D | +5.8% | +6.2% | -0.4% | +3.7% |
| 30D | -3.7% | +18.2% | -21.8% | -8.9% |
| 3M | +33.6% | +3.8% | +29.7% | +31.0% |
| 6M | +5.4% | +13.7% | -8.3% | -0.7% |
| YTD | +27.4% | +34.7% | -7.3% | +12.4% |
| 1Y | +19.0% | +66.6% | -47.6% | -2.7% |
| 3Y | +101.5% | +44.3% | +57.2% | +60.8% |
| 5Y | -50.5% | +18.8% | -69.2% | -58.7% |
| 10Y | +493.3% | +569.2% | -75.9% | +165.0% |
| All | +493.3% | +596.6% | -103.2% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling